Tests H0: no spatial unit root (I(0)) vs H1: spatial unit root.
Uses a grid of rho values for the null hypothesis.
Usage
spatial_i0_test(Y, distmat, emat, q)
Arguments
- Y
n x 1 vector of observations
- distmat
n x n normalized distance matrix
- emat
q x nrep matrix of standard normal draws
- q
Number of low-frequency components
Value
List with LR, pvalue, cvalue, ha_parm, rho_grid, pvalue_mat, cvalue_mat