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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 | /*
* gretl -- Gnu Regression, Econometrics and Time-series Library
* Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef ADF_KPSS_H
#define ADF_KPSS_H
int adf_test (int order, const int *list, DATASET *dset,
gretlopt opt, PRN *prn);
int kpss_test (int order, const int *list, DATASET *dset,
gretlopt opt, PRN *prn);
int levin_lin_test (int vnum, const int *plist, DATASET *dset,
gretlopt opt, PRN *prn);
int engle_granger_test (int order, const int *list, DATASET *dset,
gretlopt opt, PRN *prn);
double get_urc_pvalue (double tau, int n, int niv,
int itv, gretlopt opt);
gretl_matrix *kpss_critvals (int T, int trend, int *err);
#endif /* ADF_KPSS_H */
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