[R] Help on Multiple Structural break unit root test

Matthieu Stigler matthieu.stigler at gmail.com
Mon Jun 7 09:03:27 CEST 2010


Dear Eric

This test is unfortunately AFAIK not implemented in R. You can 
nevertheless use the similar Zivot and Andrews test in package urca.
library(urca)
?ur.za

Best

Matthieu

Le 06. 06. 10 12:00, r-help-request at r-project.org a écrit :
> Message: 24
> Date: Sat, 5 Jun 2010 15:45:29 +0100
> From: ERIC AIDOO<eaogonos at gmail.com>
> To:r-help at r-project.org
> Subject: [R] Help on Multiple Structural break unit root test
> Message-ID:
> 	<AANLkTimVWrPAkHtV4Yk5uLIIowkPR9B7IqgQpBJjNJP_ at mail.gmail.com>
> Content-Type: text/plain
>
> Help.
> Please am search for R package that will enable me to
> perform Lumsdain and Papell unit root test with multiple structural break or
> minimum LM unit root test with multiple structural break
>
> thank you
>



More information about the R-help mailing list