[R] critical value for HEGY test in uroot

From: SAULEAU Erik-André <SAULEAUEA_at_ch-mulhouse.fr>
Date: Fri 25 Mar 2005 - 02:05:24 EST


R-users,  

i have some time series and use HEGY seasonal UR tests in the uroot package. But i have problems with interpretation of t and F statistics. Is there any critical values for these tests in R? is anybody ever write a bootstrap of these tests?  

thanks for advance, with all my bests, erik.  



Erik-André SAULEAU  

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