pp-test in timeseries
On Fri, 15 Apr 2005, Ramesh Kolluru wrote:
Test?for stationarity (pp-test). In R source code all other command
executions I understood, but how I am getting the ssqrtl value
ssqrtl <- .C ("R_pp_sum", as.vector(u,mode="double"), as.integer(n),
as.integer(l), trm=as.double(ssqru), PACKAGE="ts")
please explain the above command.
Please read `Writing R Extensions' (and the posting guide, as you sent HTML mail). As was once said here:
fortune("WTFM")
This is all documented in TFM. Those who WTFM don't want to have to WTFM
again on the mailing list. RTFM.
-- Barry Rowlingson
R-help (October 2003)
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595