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我使用ur.pp功能在URCA包没有临界值(R):问题与URCA包:
pp <- ur.pp(rnorm(1000), type = "Z-alpha", model = "constant", lags = "short")
当我尝试打印的临界值,我得到:
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[,1] [,2] [,3]
[1,] NA NA NA
>
我需要的类型更改为Z-tau蛋白看到临界值:
> pp <- ur.pp(rnorm(1000), type = "Z-tau", model = "constant", lags = "short")
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1pct 5pct 10pct
critical values -3.439534 -2.864849 -2.568544
为什么?
谢谢