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]