Tests H0: spatial unit root (I(1)) vs H1: not I(1).
Usage
spatial_i1_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, ha_parm, cv_vec