MacKinnonPValues(urca)
MacKinnonPValues()所属R语言包：urca
MacKinnon's Unit Root p Values
麦金农的单位根的P值
译者：生物统计家园网 机器人LoveR
描述----------Description----------
A collection and description of functions to compute the distribution and and quantile function for MacKinnon's unit root test statistics. <br>
收集和计算功能说明麦金农的单位根检验统计量的分布和分位数函数。参考
The functions are:
这些功能是：
用法----------Usage----------
punitroot(q, N = Inf, trend = c("c", "nc", "ct", "ctt"),
statistic = c("t", "n"), na.rm = FALSE)
qunitroot(p, N = Inf, trend = c("c", "nc", "ct", "ctt"),
statistic = c("t", "n"), na.rm = FALSE)
unitrootTable(trend = c("c", "nc", "ct", "ctt"), statistic = c("t", "n"))
参数----------Arguments----------
参数：N
the number of observations in the sample from which the quantiles are to be computed.<br>
从该分位数以计算样品中的观测。<br>物理化学学报的数目
参数：na.rm
a logical value. If set to TRUE, missing values will be removed otherwise not, the default is FALSE.
一个逻辑值。如果设置为TRUE，遗漏值将被删除，否则不，默认为FALSE。
参数：p
a numeric vector of probabilities. Missing values are allowed.
一个数值向量的概率。遗漏值是允许的。
参数：q
vector of quantiles or test statistics. Missing values are allowed.
向量的位数或检验统计量。遗漏值是允许的。
参数：statistic
a character string describing the type of test statistic. Valid choices are "t" for t-statistic, and "n" for normalized statistic, sometimes referred to as the rho-statistic. The default is "t".
一个字符串描述的检验统计量的类型。有效的选择是"t"t-统计量，"n"归的统计，有时也被称为为ρ-统计量。默认的"t"。
参数：trend
a character string describing the regression from which the quantiles are to be computed. Valid choices are: "nc" for a regression with no intercept (constant) nor time trend, and "c" for a regression with an intercept (constant) but no time trend, "ct" for a regression with an intercept (constant) and a time trend. The default is "c".
一个字符串描述的回归，从中位数计算。有效的选择是："nc"的回归没有截距（常数），也没有时间的趋势，"c"的回归截距（常数），但没有时间趋势，"ct"的回归截距（常数）和一个时间趋势。默认的"c"。
值----------Value----------
The function punitroot returns the cumulative probability of the asymptotic or finite sample distribution of the unit root test statistics.
函数punitroot返回的单位根检验统计量的渐近或有限的样本分布的累积概率。
The function qunitroot returns the quantiles of the asymptotic or finite sample distribution of the unit root test statistics, given the probabilities.
函数qunitroot返回位数的渐近或有限的样本分布的单位根检验的统计，给出的概率。
注意----------Note----------
The function punitroot and qunitroot use Fortran routines and the response surface approach from J.G. MacKinnon (1988). Many thanks to J.G. MacKinnon putting his code and tables under the GPL license, which made this implementation possible.
函数punitroot和qunitroot使用Fortran程序和响应面法从JG麦金农（1988）。非常感谢到J.G.的麦金农将在GPL许可证下的实现成为可能，这使得他的代码和表。
（作者）----------Author(s)----------
J.G. MacKinnon for the underlying Fortran routine and the tables, <br>
Diethelm Wuertz for the formerly Rmetrics <font face="Courier New,Courier" color="#666666"><b>R</b></font>-port and Bernhard Pfaff
for the porting to <span class="pkg">urca</span>.
参考文献----------References----------
Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association 74, 427–431.
Numerical distribution functions for unit root and cointegration tests, Journal of Applied Econometrics 11, 601–618.
Testing for a unit root in time series regression, Biometrika 75, 335–346.
实例----------Examples----------
## qunitroot -[＃qunitroot - ]
# Asymptotic quantile of t-statistic[t统计量的渐近位数]
qunitroot(0.95, trend = "nc", statistic = "t")
## qunitroot -[＃qunitroot - ]
# Finite sample quantile of n-statistic[N-统计量的有限样本分位数]
qunitroot(0.95, N = 100, trend = "nc", statistic = "n")
## punitroot -[＃punitroot - ]
# Asymptotic cumulative probability of t-statistic[t-统计量的渐近累积概率]
punitroot(1.2836, trend = "nc", statistic = "t")
## punitroot -[＃punitroot - ]
# Finite sample cumulative probability of n-statistic[N-统计量的有限样本的累积概率]
punitroot(1.2836, N = 100, trend = "nc", statistic = "n")
## Mac Kinnon's unitrootTable -[＃MAC金农的unitrootTable的 - ]
unitrootTable(trend = "nc")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
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发表于 2012-10-1 13:35:38
