pp test

Details. foto couple pp Compared with the Augmented Dickey-Fuller test, Phillips-Perron test makes correction to the test statistics and is robust to the unspecified autocorrelation and heteroscedasticity in the errors There are two types of test statistics, Z_ {\rho} Z ρ and Z_ {\tau} Z τ, which have the same asymptotic distributions as Augmented Dickey