df.test: Augmented Dickey_Fuller test
In NlinTS: Models for Non Linear Causality Detection in Time Series
df.test R Documentation
Augmented Dickey_Fuller test
Description
Augmented Dickey_Fuller test
Usage
df.test(ts, lag)
Arguments
ts
Numerical dataframe.
lag
The lag parameter.
Details
Computes the stationarity test for a given univariate time series.
Value
df: returns the value of the test.
summary (): shows the test results.
References
\insertRefelliott1992efficientNlinTS
Examples
library (timeSeries)
library (NlinTS)
#load data
data = LPP2005REC
model = df.test (data[,1], 1)
model$summary ()
NlinTS documentation built on March 23, 2026, 5:07 p.m.
R Package Documentation
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| df.test | R Documentation |
Augmented Dickey_Fuller test
Description
Augmented Dickey_Fuller test
Usage
df.test(ts, lag)
Arguments
ts |
Numerical dataframe. |
lag |
The lag parameter. |
Details
Computes the stationarity test for a given univariate time series.
Value
df: returns the value of the test.
summary (): shows the test results.
References
\insertRefelliott1992efficientNlinTS
Examples
library (timeSeries)
library (NlinTS)
#load data
data = LPP2005REC
model = df.test (data[,1], 1)
model$summary ()
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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