<< Econometric tests and diagnostics
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Johansen cointegration mmethod >>
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>> Unit roots and cointegration
Unit roots and cointegration
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
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<< Econometric tests and diagnostics
Grocer
Johansen cointegration mmethod >>