IVC_crit {IVCor} | R Documentation |
Critical Values for Integrated Variance Correlation Based Hypothesis Test
Description
This function is used to calculate the critical values for integrated variance correlation test at significance level 0.1, 0.05 and 0.01
Usage
IVC_crit(N = 500, realizations)
Arguments
N |
is a integer as large as possible, default is 500 |
realizations |
is the the number of replication times for simulating the distribution under the null hypothesis |
Value
The critical values at significance level 0.1, 0.05 and 0.01
Examples
IVC_crit(N=500,realizations=100)
[Package IVCor version 0.1.0 Index]