diff --git a/README.md b/README.md index 952d730..d8885a8 100644 --- a/README.md +++ b/README.md @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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