Hansen's Covariate-Augmented Dickey-Fuller (CADF) Test


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Documentation for package ‘CADFtest’ version 0.3-0

Help Pages

CADFpvalues p-values of the CADF test.
CADFtest Hansen's Covariate-Augmented Dickey Fuller (CADF) test
CADFtest.default Hansen's Covariate-Augmented Dickey Fuller (CADF) test
CADFtest.formula Hansen's Covariate-Augmented Dickey Fuller (CADF) test
coeffs_c Tables of coefficients to compute p-values as estimated by Costantini et al. (2007)
coeffs_ct Tables of coefficients to compute p-values as estimated by Costantini et al. (2007)
coeffs_nc Tables of coefficients to compute p-values as estimated by Costantini et al. (2007)
plot.CADFtest Function to plot CADFtest objects
residuals.CADFtest Function to extract the residuals from CADFtest objects
summary.CADFtest Function to print a summary of CADFtest objects
update.CADFtest Function to update the formula of CADFtest objects