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Update README
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smeekes committed Nov 25, 2021
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Showing 1 changed file with 11 additions and 10 deletions.
21 changes: 11 additions & 10 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -153,7 +153,7 @@ specification, including a linear trend in the specification.
GDP_NL <- MacroTS[, 4]
adf(GDP_NL, deterministics = "trend")
#>
#> ADF test on a single time series
#> Two-step ADF test ( with intercept and trend ) on a single time series
#>
#> data: GDP_NL
#> tstat = -2.5153, p-value = 0.3202
Expand Down Expand Up @@ -203,7 +203,8 @@ boot_adf(GDP_NL, B = 399, bootstrap = "SB", deterministics = "trend",
#> Progress: |------------------|
#> ********************
#>
#> Bootstrap ADF test on a single time series
#> SB Bootstrap OLS test ( with intercept and trend ) on a single time
#> series
#>
#> data: GDP_NL
#> tstat = -2.5153, p-value = 0.1454
Expand All @@ -229,7 +230,7 @@ boot_union(GDP_NL, B = 399, bootstrap = "SWB", do_parallel = FALSE)
#> Progress: |------------------|
#> ********************
#>
#> Bootstrap Union test on a single time series
#> SWB Bootstrap Union test on a single time series
#>
#> data: GDP_NL
#> tstat = -0.71148, p-value = 0.614
Expand Down Expand Up @@ -278,10 +279,10 @@ boot_panel(MacroTS, bootstrap = "DWB", B = 399, do_parallel = FALSE)
#> Progress: |------------------|
#> ********************
#>
#> Panel Bootstrap Group-Mean Union Test
#> Panel DWB Bootstrap Group-Mean Union test
#>
#> data: MacroTS
#> tstat = -0.85435, p-value = 0.1303
#> tstat = -0.86213, p-value = 0.1103
#> alternative hypothesis: true gamma is less than 0
#> sample estimates:
#> gamma
Expand Down Expand Up @@ -310,8 +311,8 @@ ADFtests_out <- boot_ur(MacroTS[, 1:5], bootstrap = "MBB", B = 399, union = FALS
#> ********************
print(ADFtests_out)
#>
#> Bootstrap ADF tests on each individual series (no multiple testing
#> correction)
#> MBB Bootstrap ADF test ( with intercept and trend ) on each individual
#> series (no multiple testing correction)
#>
#> data: MacroTS[, 1:5]
#> alternative hypothesis: true gamma is less than 0
Expand Down Expand Up @@ -374,7 +375,7 @@ boot_sqt(MacroTS, steps = 0:N, bootstrap = "AWB", B = 399, do_parallel = FALSE)
#> Progress: |------------------|
#> ********************
#>
#> Bootstrap Sequential Quantile Union Test
#> AWB Bootstrap Sequential Quantile Union test
#>
#> data: MacroTS
#> alternative hypothesis: true gamma is less than 0
Expand All @@ -388,7 +389,7 @@ boot_sqt(MacroTS, steps = 0:4 / 4, bootstrap = "AWB", B = 399, do_parallel = FAL
#> Progress: |------------------|
#> ********************
#>
#> Bootstrap Sequential Quantile Union Test
#> AWB Bootstrap Sequential Quantile Union test
#>
#> data: MacroTS
#> alternative hypothesis: true gamma is less than 0
Expand Down Expand Up @@ -426,7 +427,7 @@ boot_fdr(MacroTS[, 1:10], FDR_level = 0.1, bootstrap = "BWB", B = 399, do_parall
#> Progress: |------------------|
#> ********************
#>
#> Bootstrap Union Tests with False Discovery Rate control
#> BWB Bootstrap Union test with False Discovery Rate control
#>
#> data: MacroTS[, 1:10]
#> alternative hypothesis: true gamma is less than 0
Expand Down

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