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% File src/library/stats/man/pp.test.Rd
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% File src/library/stats/man/pp.test.Rd
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% Part of the R package, https://www.R-project.org
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% Part of the R package, https://www.R-project.org
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% Copyright 1995-2014 R Core Team
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% Copyright 1995-2018 R Core Team
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% Distributed under GPL 2 or later
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% Distributed under GPL 2 or later
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\name{PP.test}
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\name{PP.test}
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\alias{PP.test}
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\alias{PP.test}
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\title{Phillips-Perron Test for Unit Roots}
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\title{Phillips-Perron Test for Unit Roots}
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  \item{method}{a character string indicating what type of test was
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  \item{method}{a character string indicating what type of test was
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    performed.}
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    performed.}
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  \item{data.name}{a character string giving the name of the data.}
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  \item{data.name}{a character string giving the name of the data.}
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}
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}
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\references{
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\references{
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  A. Banerjee, J. J. Dolado, J. W. Galbraith, and D. F. Hendry (1993)
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  A. Banerjee, J. J. Dolado, J. W. Galbraith, and D. F. Hendry (1993).
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  \emph{Cointegration, Error Correction, and the Econometric Analysis
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  \emph{Cointegration, Error Correction, and the Econometric Analysis
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    of Non-Stationary Data}.
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    of Non-Stationary Data}, Oxford University Press, Oxford.
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  Oxford University Press, Oxford.
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  P. Perron (1988).
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  P. Perron (1988) Trends and random walks in macroeconomic time
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  Trends and random walks in macroeconomic time series.
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  series. \emph{Journal of Economic Dynamics and Control} \bold{12},
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  \emph{Journal of Economic Dynamics and Control}, \bold{12}, 297--332.
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  297--332.
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  \doi{10.1016/0165-1889(88)90043-7}.
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}
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}
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\author{A. Trapletti}
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\author{A. Trapletti}
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\examples{
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\examples{
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x <- rnorm(1000)
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x <- rnorm(1000)
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PP.test(x)
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PP.test(x)