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Canova-Hansen Trading Days test

Source: R/tests_td.R
td_canovahansen.Rd

Canova-Hansen Trading Days test

Usage

td_canovahansen(
  s,
  differencing,
  kernel = c("Bartlett", "Square", "Welch", "Tukey", "Hamming", "Parzen"),
  order = NA
)

Arguments

s

a ts object that corresponds to the input time series to test.

differencing

differencing lags.

order

Examples

s<-log(ABS$X0.2.20.10.M)
td_canovahansen(s, c(1,12))
#> $joint
#> [1] 2.480513
#> 
#> $details
#> [1] 1.9350283 1.1858195 0.1728512 1.3567662 1.3061199 0.1659697 0.5497296
#>