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-------- Co-integration testing functions --------
acf : Estimate the coefficients of the autocorrelation
adf : carry out DF tests on a time-series vector
adf_d : demonstrate the use of adf()
c_sja : find critical values for Johansen maximum eigenvalue statistic
c_sjt : find critical values for Johansen trace statistic
cadf : compute augmented Dickey-Fuller statistic for residuals
cadf_d : demonstrate the use of cadf()
crthegy : return critical values for the hegy statistics
detrend : detrend a matrix y of time-series using regression
hegy : performs the Hylleberg, Engle, Granger and Yoo(1990)
hegy_d : demo program for hegy
johansen : perform Johansen cointegration tests
johansen_d : demonstrate the use of johansen()
phillips : compute Phillips-Perron test of the unit-root hypothesis
phillips_d : demonstrate the use of phillips()
prt_coint : Prints output from co-integration tests
ptrend : produce an explanatory variables matrix
rztcrit : return critical values for the Zt statistic used in cadf()
ztcrit : return critical values for the Zt statistic used in adf()