Uses of Class
dev.nm.stat.cointegration.CointegrationMLE
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Packages that use CointegrationMLE Package Description dev.nm.stat.cointegration -
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Uses of CointegrationMLE in dev.nm.stat.cointegration
Methods in dev.nm.stat.cointegration with parameters of type CointegrationMLE Modifier and Type Method Description VectorJohansenTest. getStats(CointegrationMLE coint)Get the set of likelihood ratio test statistics for testing H(r) in H(r+1).intJohansenTest. r(CointegrationMLE coint, double level)Get the (most likely) order of cointegration.
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