[R] pp-test in timeseries
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Apr 15 14:17:53 CEST 2005
On Fri, 15 Apr 2005, Ramesh Kolluru wrote:
> Test for stationarity (pp-test). In R source code all other command
> executions I understood, but how I am getting the ssqrtl value
>
> ssqrtl <- .C ("R_pp_sum", as.vector(u,mode="double"), as.integer(n),
> as.integer(l), trm=as.double(ssqru), PACKAGE="ts")
>
> please explain the above command.
Please read `Writing R Extensions' (and the posting guide, as you sent
HTML mail). As was once said here:
> fortune("WTFM")
This is all documented in TFM. Those who WTFM don't want to have to WTFM
again on the mailing list. RTFM.
-- Barry Rowlingson
R-help (October 2003)
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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