mleur-package |
Maximum likelihood unit root test |
ar1est |
MLE or LSE for AR(1) parameter. Sample mean correction used in MLE case. Intercept term estimated in LSE case. |
dftest |
Dickey-Fuller test |
DiffBA |
Bond yield differences, annual |
GetPower |
Simulation function to compute power for AR(1) alternative |
mctest |
Monte-Carlo unit root test |
mleur |
Fast exact MLE unit root test |
mleurDiag |
Diagnostic checks for mleur test |
simar1 |
Simulate AR(1) |
testStatUM |
unit root MLE test statistic |
vel |
Velocity of money, 1869-1970, Nelson |