getT {FitAR}R Documentation

t-statistic for unit root test

Description

Utility function used by UnitRootTest

Usage

getT(ans)

Arguments

ans output from FitAR

Value

Value of the test statistic

Author(s)

A.I. McLeod

See Also

getRho UnitRootTest

Examples

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

[Package FitAR version 1.79 Index]