# PANIC Tests of Nonstationarity

## Documentation for package ‘PANICr’ version 1.0.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

adf | ADF test for PANIC (2010)
adf04 | ADF test for PANIC (2004)
adfc2 | ADF critical values for PANIC (2004) demeaned data
adfnc | ADF test critical values for PANIC (2004) idiosyncratic test
adfp | Generalized Least Squares Modified Dickey-Fuller t test
coint0 | Cointegration test critical values for PANIC (2004)
getnfac | Determining The Number of Factors In Approximate Factor Model
glsd | General Least Squares Detrending
lagn | Create lags for matrix
lm1 | KPSS test critical values for PANIC (2004) idiosyncratic test
MCMCpanic04 | PANIC (2004) MCMC Non-Stationarity Tests on Common and Idiosyncratic Components
MCMCpanic10 | MCMC PANIC (2010) Sample Moment and PAC tests for Idiosyncratic Component
minindc | Create an Index of lowest values of each column
mydiff | Difference a matrix
myols | Beta Coefficients for standard OLS
NIPA_agg_5 | NIPA Aggregate Level 5
NIPA_agg_9 | NIPA Aggregate Level 9
nuisance | Estimate the nuisance parameters of the error term
nw | Bandwidth Selection
panic04 | PANIC (2004) Non-Stationarity Tests on Common and Idiosyncratic Components
panic10 | PANIC (2010) Sample Moment and PAC tests for Idiosyncratic Component
pc | Principle Component Analysis for PANIC (2004)
pool | Pooling Function for PANIC (2010)
poolcoint | Pooling Function for Cointegration test PANIC (2004)
s2ar | Finding optimal lag for dfgls test
trimr | Trim dataset