Message-ID: <Pine.LNX.4.61.0504151312090.26467@gannet.stats>
Date: 2005-04-15T12:17:53Z
From: Brian Ripley
Subject: pp-test in timeseries
In-Reply-To: <20050415102351.1710.qmail@webmail32.rediffmail.com>
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