Maximum likelihood unit root test


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Documentation for package ‘mleur’ version 1.0-6

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mleur-package Maximum likelihood unit root test
ar1est MLE or LSE for AR(1) parameter. Sample mean correction used in MLE case. Intercept term estimated in LSE case.
dftest Dickey-Fuller test
DiffBA Bond yield differences, annual
GetPower Simulation function to compute power for AR(1) alternative
mctest Monte-Carlo unit root test
mleur Fast exact MLE unit root test
mleurDiag Diagnostic checks for mleur test
simar1 Simulate AR(1)
testStatUM unit root MLE test statistic
vel Velocity of money, 1869-1970, Nelson