Dear Eric
This test is unfortunately AFAIK not implemented in R. You can
nevertheless use the similar Zivot and Andrews test in package urca.
library(urca)
?ur.za
Best
Matthieu
Le 06. 06. 10 12:00, r-help-requ...@r-project.org a écrit :
Message: 24
Date: Sat, 5 Jun 2010 15:45:29 +0100
From: ERIC AIDOO<eaogo...@gmail.com>
To:r-help@r-project.org
Subject: [R] Help on Multiple Structural break unit root test
Message-ID:
<aanlktimvwrpakhtv4yk5uliiowkpr9b7iqgqpbjjn...@mail.gmail.com>
Content-Type: text/plain
Help.
Please am search for R package that will enable me to
perform Lumsdain and Papell unit root test with multiple structural break or
minimum LM unit root test with multiple structural break
thank you
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