Part VIII. Unit roots and cointegration

Table of Contents

adf — adf unit root test
c_sja — critical values for Johansen maximum eigenvalue statistic
c_sjt — critical values for Johansen trace statistic
cadf — ADF statistic for residuals from a cointegrating regression
critecm — critical values and p-values for the error correction test
ers — Elliott-Rothenberg-Stock unit root test
johansen — Johansen cointegration tests
kpss — KPSS unit root test
olsecm — Error correction test for cointegration
phil_perr — Phillips-Perron unit-root test
rztcrit — critical values for the cadf Zt statistic
schmiphi — computes Schmidt-Phillips test
schmiphi_tab — critical values for the Schmidt-Phillips statistic