Companion book to "Time Series Analysis" by James D. Hamilton,
Documentation for package ‘RcompHam94’ version 0.1
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Dickey.Fuller
Dickey Fuller Tests For Non-Stationary
Newey.West
Newey West Estimator
Phillips.Perron
Phillips Perron Tests For Non-Stationary
Wald.F.Test
Wald F Test of a Linear Hypothesis