Re: [R] pp-test in timeseries

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Fri 15 Apr 2005 - 22:17:53 EST

On Fri, 15 Apr 2005, Ramesh Kolluru wrote:

> Test for stationarity (pp-test). In R source code all other command
> executions I understood, but how I am getting the ssqrtl value
>
> ssqrtl <- .C ("R_pp_sum", as.vector(u,mode="double"), as.integer(n),
> as.integer(l), trm=as.double(ssqru), PACKAGE="ts")
>
> please explain the above command.

Please read `Writing R Extensions' (and the posting guide, as you sent HTML mail). As was once said here:

> fortune("WTFM")

This is all documented in TFM. Those who WTFM don't want to have to WTFM again on the mailing list. RTFM.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Fri Apr 15 22:27:29 2005

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