Re: [R] R help - IGARCH estimation

2009-10-19 Thread Xu, Ke-Li
] Sent: Tue 6/24/2008 4:49 AM To: Xu, Ke-Li Cc: r-h...@stat.math.ethz.ch Subject: Re: [R] R help dear Xu, does: >library(urca) >example(ur.ers) >ers.gnp >str(ers.gnp) >ers@teststat ,do what you want? (this reminds me that I have to learn S4 sometime) best, Gustaf Rydevik On Tu

[R] Elliott's efficient unit root test

2008-06-24 Thread Xu, Ke-Li
”. Thanks again. Keli From: stephen sefick [mailto:[EMAIL PROTECTED] Sent: 2008年6月24日 4:54 To: Gustaf Rydevik Cc: Xu, Ke-Li; [EMAIL PROTECTED] Subject: Re: [R] R help A comment from the peanut gallery- It is always good to

[R] R help

2008-06-23 Thread Xu, Ke-Li
Dear Sir/Madam, I found your email address and your correspondence with R-users. I hope you could help me with this question about the function "ur.ers" in the package of "urca". It is an improved unit root test (Elliott et al. 1996 Econometrica). Do you know how to extract the value of the test s