[R] modified test of phillips-perron

Martin Ivanov tramni at abv.bg
Fri Apr 20 16:18:27 CEST 2007


Hello!
I would like to know whether the test of Phillips-Perron, modified for time series with large negative moving average terms implemented in R.
Besides I would also like to ask the same question about the Leybourne-McCabe test for stationarity.

Regards, Martin



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