getRho {FitAR}R Documentation

Normalized rho unit root test statistic

Description

Utility function used by UnitRootTest

Usage

getRho(ans)

Arguments

ans output from FitAR

Value

Value of the test statistic

Author(s)

A.I. McLeod

See Also

getT UnitRootTest

Examples

z <- cumsum(rnorm(100))
ans <- FitAR(z, p=1)
getRho(ans)

[Package FitAR version 1.79 Index]