Package | Description |
---|---|
dev.nm.stat.cointegration |
Modifier and Type | Method and Description |
---|---|
Vector |
JohansenTest.getStats(CointegrationMLE coint)
Get the set of likelihood ratio test statistics for testing H(r)
in H(r+1).
|
int |
JohansenTest.r(CointegrationMLE coint,
double level)
Get the (most likely) order of cointegration.
|
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