Numerical CDFs for Fractional Unit Root and Cointegration Tests

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Documentation for package ‘fracdist’ version 0.1.1

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.fracdist Numerical CDFs for Fractional Unit Root and Cointegration Tests
blocal Interpolate Critical Values Local to Fractional Integration Parameter
check_fracdist_params Verify that fracdist parameters are valid parameter values
fpcrit Calculate Critical Values for Fractional Unit Root and Cointegration Tests
fpval Calculate P-values for Fractional Unit Root and Cointegration Tests
fracdist_pvalues Calculate P-values for Fractional Unit Root and Cointegration Tests
fracdist_values Calculate Critical Values or P-values for Fractional Unit Root and Cointegration Tests
get_fracdist_tab Obtain Lookup Tables of Probabilities and Quantiles