Spatial I(1) residual test (R implementation)
Usage
spatial_i1_resid_core(Y, Xmat, distmat, emat, q)
Arguments
- Y
n x 1 response vector
- Xmat
n x k design matrix (including intercept)
- distmat
n x n normalized distance matrix
- emat
q x nrep standard normal draws
- q
Number of low-frequency components
Value
List with LR, pvalue, ha_parm, cv_vec