Numerical CDFs for Fractional Unit Root and Cointegration Tests

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Documentation for package ‘fracdist’ version 0.1.1

• DESCRIPTION file.
• Package NEWS.

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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