sTSD: Simulate Time Series Diagnostics
These are tools that allow users to do time series diagnostics, primarily
tests of unit root, by way of simulation. While there is nothing necessarily
wrong with the received wisdom of critical values generated decades ago,
simulation provides its own perks. Not only is simulation broadly informative
as to what these various test statistics do and what are their plausible
values, simulation provides more flexibility for assessing unit root by way
of different thresholds or different hypothesized distributions.
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