adf: Conduct 'ADF' unit root test using 'EViews' routines

In URooTab: Tabular Reporting of 'EViews' Unit Root Tests

Conduct ADF unit root test using EViews routines

Description

Use this function to conduct ADF unit root test using EViews routines

Usage

adf(series, info = "sic", caption = NULL, format = kable_format(), ...)

Arguments

series	A vector of names or wildcard expressions for series object(s) contained in a dataframe.
info	Name of the information criterion. For example, SIC, AIC, HQ.
caption	Table caption as in kable.
format	Table format in kable.
...	Other arguments supported by EviewsR import_kable() function.

Value

An EViews workfile

See Also

Other important functions: pp()

Examples

library(URooTab)

set.seed(1234)
x=rnorm(100)
y=cumsum(x)
z=cumsum(y)
dataFrame=data.frame(x,y,z)

# Check if `EViews` is installed before running the tests

eviewsExecutables=c('eviews','eviews10',paste0('Eviews',9:13,'_X',c(86,64)))
if(any(Sys.which(eviewsExecutables)!="")) adf(series=dataFrame,format="latex",info="aic")

URooTab documentation built on Aug. 31, 2023, 1:09 a.m.