tablegEven {ptest} | R Documentation

## The result for the RSR method with respect to the Fisher'g test (Even series length)

### Description

This data set is used to build up the response surface regressions in order to obtain the p-values for the Fisher's g test when series length is even. The simulation set-up of the response surface regression method is i.i.d. statistics of length 10^6 with 1000 replications and the interpolated series sizes are c(seq(8,50,2),seq(54,98,4),100).

### Usage

    tablegEven

### Format

A list object with the following components:

`model_matrix`: A matrix with the estimated coefficents for the Response Surface Regressions (one row per quantile).

`nc`: a vectpr of the lengths of the simulated series.

`pc`: A vector containing all probabilities at which the quantiles are estimated.

`r`: the rate in the basis function g(n)=(1/n)^r.

`q`: the number of parameters (except the intercept) used in the response surface regression, the intercept term is removed if negative.

### References

MacKinnon, James (2001) : Computing numerical distribution functions in econometrics, Queen's Economics Department Working Paper, No. 1037.

[Package ptest version 1.0-8 Index]