Dear R users, Has anyone implemented the weighted symmetric estimator, as inaugurated by Park,H. J. and Fuller,W. A,"Alternative estimators and unit root tests for the autoregressive process"? Is there a package that supports such estimation? Any idea how to perform it it R?
Regards, Martin Ivanov ----------------------------------------------------------------- Крайна цел - Да оцелееш! www.survivor.btv.bg ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.