Part VIII. Unit roots and cointegration
Table of Contents
- adf — adf unit root test
- 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
- 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