Stored Monte Carlo Critical Values

Source: R/doc-data.R

A dataset containing Monte Carlo critical values for up to 600 observations generated using the default minimum window. The critical values have been simulated and stored as data to save computation time for the user. The stored critical values can be obtained with the radf_mc_cv() function, using nrep = 2000 and the seed = 123.

radf_crit

Format

A list with lower level lists that contain

adf_cv:

Augmented Dickey-Fuller

badf_cv:

Backward Augmented Dickey-Fuller

sadf_cv:

Supremum Augmented Dickey-Fuller

bsadf_cv:

Backward Supremum Augmented Dickey-Fuller

gsadf_cv:

Generalized Supremum Augmented Dickey Fuller

Source

Simulated from exuber package function radf_mc_cv().

Examples

if (FALSE) {
all.equal(radf_crit[[50]], radf_mc_cv(50, nrep = 2000, seed = 123))
}