Description Usage Arguments Details Value Note Author(s) Examples
Performs stationary test for a univariate time series.
1 2 
x 
a numeric vector or univariate time series. 
method 
a character indicating which test to use. The default is

nlag 
the lag order to calculate the test statistic, only valid for

type 
the test type, only valid for 
lag.short 
a logical value, only valid for 
output 
a logical value indicating to print the results in R console.
The default is 
This function combines the existing functions adf.test
,
pp.test
and
kpss.test
for testing the stationarity of a univariate time series x
.
The results are the same as one of the adf.test
, pp.test
,
kpss.test
, depending on which test are used.
Missing values are removed.
Debin Qiu
1 2 3 4  x < arima.sim(list(order = c(1,0,0),ar = 0.2),n = 100)
stationary.test(x) # same as adf.test(x)
stationary.test(x, method = "pp") # same as pp.test(x)
stationary.test(x, method = "kpss") # same as kpss.test(x)

Attaching package: 'aTSA'
The following object is masked from 'package:graphics':
identify
Augmented DickeyFuller Test
alternative: stationary
Type 1: no drift no trend
lag ADF p.value
[1,] 0 8.24 0.01
[2,] 1 5.85 0.01
[3,] 2 5.10 0.01
[4,] 3 4.90 0.01
[5,] 4 4.86 0.01
Type 2: with drift no trend
lag ADF p.value
[1,] 0 8.20 0.01
[2,] 1 5.82 0.01
[3,] 2 5.06 0.01
[4,] 3 4.88 0.01
[5,] 4 4.84 0.01
Type 3: with drift and trend
lag ADF p.value
[1,] 0 8.32 0.01
[2,] 1 5.97 0.01
[3,] 2 5.38 0.01
[4,] 3 5.14 0.01
[5,] 4 5.13 0.01

Note: in fact, p.value = 0.01 means p.value <= 0.01
PhillipsPerron Unit Root Test
alternative: stationary
Type 1: no drift no trend
lag Z_rho p.value
3 82.4 0.01

Type 2: with drift no trend
lag Z_rho p.value
3 82.6 0.01

Type 3: with drift and trend
lag Z_rho p.value
3 82.6 0.01

Note: pvalue = 0.01 means p.value <= 0.01
KPSS Unit Root Test
alternative: nonstationary
Type 1: no drift no trend
lag stat p.value
2 0.186 0.1

Type 2: with drift no trend
lag stat p.value
2 0.244 0.1

Type 1: with drift and trend
lag stat p.value
2 0.0601 0.1

Note: p.value = 0.01 means p.value <= 0.01
: p.value = 0.10 means p.value >= 0.10
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