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README.md

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@@ -153,7 +153,7 @@ specification, including a linear trend in the specification.
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GDP_NL <- MacroTS[, 4]
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adf(GDP_NL, deterministics = "trend")
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#>
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#> ADF test on a single time series
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#> Two-step ADF test ( with intercept and trend ) on a single time series
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#>
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#> data: GDP_NL
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#> tstat = -2.5153, p-value = 0.3202
@@ -203,7 +203,8 @@ boot_adf(GDP_NL, B = 399, bootstrap = "SB", deterministics = "trend",
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#> Progress: |------------------|
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#> ********************
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#>
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#> Bootstrap ADF test on a single time series
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#> SB Bootstrap OLS test ( with intercept and trend ) on a single time
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#> series
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#>
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#> data: GDP_NL
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#> tstat = -2.5153, p-value = 0.1454
@@ -229,7 +230,7 @@ boot_union(GDP_NL, B = 399, bootstrap = "SWB", do_parallel = FALSE)
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#> Progress: |------------------|
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#> ********************
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#>
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#> Bootstrap Union test on a single time series
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#> SWB Bootstrap Union test on a single time series
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#>
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#> data: GDP_NL
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#> tstat = -0.71148, p-value = 0.614
@@ -278,10 +279,10 @@ boot_panel(MacroTS, bootstrap = "DWB", B = 399, do_parallel = FALSE)
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#> Progress: |------------------|
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#> ********************
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#>
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#> Panel Bootstrap Group-Mean Union Test
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#> Panel DWB Bootstrap Group-Mean Union test
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#>
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#> data: MacroTS
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#> tstat = -0.85435, p-value = 0.1303
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#> tstat = -0.86213, p-value = 0.1103
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#> alternative hypothesis: true gamma is less than 0
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#> sample estimates:
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#> gamma
@@ -310,8 +311,8 @@ ADFtests_out <- boot_ur(MacroTS[, 1:5], bootstrap = "MBB", B = 399, union = FALS
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#> ********************
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print(ADFtests_out)
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#>
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#> Bootstrap ADF tests on each individual series (no multiple testing
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#> correction)
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#> MBB Bootstrap ADF test ( with intercept and trend ) on each individual
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#> series (no multiple testing correction)
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#>
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#> data: MacroTS[, 1:5]
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#> 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)
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#> Progress: |------------------|
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#> ********************
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#>
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#> Bootstrap Sequential Quantile Union Test
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#> AWB Bootstrap Sequential Quantile Union test
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#>
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#> data: MacroTS
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#> 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
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#> Progress: |------------------|
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#> ********************
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#>
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#> Bootstrap Sequential Quantile Union Test
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#> AWB Bootstrap Sequential Quantile Union test
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#>
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#> data: MacroTS
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#> 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
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#> Progress: |------------------|
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#> ********************
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#>
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#> Bootstrap Union Tests with False Discovery Rate control
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#> BWB Bootstrap Union test with False Discovery Rate control
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#>
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#> data: MacroTS[, 1:10]
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#> alternative hypothesis: true gamma is less than 0

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