pp | R Documentation |
PP
unit root test using EViews
routinesUse this function to conduct PP
unit root test using EViews
routines and report it in a table.
pp(series, info = "sic", caption = NULL, format = kable_format(), ...)
series |
A vector of names or wildcard expressions for series object(s) contained in a dataframe. |
info |
Name of the information criterion. For example, |
caption |
Table caption as in |
format |
Table format in |
... |
Other arguments supported by |
An EViews workfile
Other important functions:
adf()
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)!="")) pp(series=dataFrame,format="html",info="hq")
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