Description Usage Arguments See Also
Auxiliary Function (not accessible to users) to create all bootstrap statistics used to perform the unit root tests.
1 2 3 4  do_tests_and_bootstrap(data, boot_sqt_test, boot_ur_test, level, bootstrap, B,
block_length, ar_AWB, union, min_lag, max_lag, criterion, deterministics,
detrend, criterion_scale, steps, h_rs, show_progress, do_parallel, cores,
data_name)

data 
A Tdimensional vector or a (T x N)matrix of N time series with T observations to be tested for unit roots. Data may also be in a time series format (e.g. 
boot_sqt_test 
Logical indicator whether or not to perform the Bootstrap Quantile Test ( 
boot_ur_test 
Logical indicator whether or not to perform the individual ADF Tests ( 
level 
Desired significance level of the unit root test. 
bootstrap 
String for bootstrap method to be used. Options are

B 
Number of bootstrap replications. Default is 1999. 
block_length 
Desired 'block length' in the bootstrap. For the MBB, BWB and DWB bootstrap, this is a genuine block length. For the AWB bootstrap, the block length is transformed into an autoregressive parameter via the formula 0.01^(1/block_length); this can be overwritten by setting 
ar_AWB 
Autoregressive parameter used in the AWB bootstrap method ( 
union 
Logical indicator whether or not to use bootstrap union tests ( 
min_lag 
Minimum lag length in the augmented DickeyFuller regression. 
max_lag 
Maximum lag length in the augmented DickeyFuller regression. 
criterion 
String for information criterion used to select the lag length in the augmented DickeyFuller regression. Options are: 
deterministics 
Numeric vector indicating the deterministic specification. Only relevant if 
detrend 
String vector indicating the type of detrending to be performed. Only relevant if 
criterion_scale 
Logical indicator whether or not to use the rescaled information criteria ( 
steps 
Numeric vector of quantiles to be tested. Default is to test each unit sequentially. 
h_rs 
Bandwidth used in rescaled information criteria. 
show_progress 
Logical indicator whether a bootstrap progress update should be printed to the console. Default is FALSE. 
do_parallel 
Logical indicator whether bootstrap loop should be executed in parallel. Default is TRUE. 
cores 
The number of cores to be used in the parallel loops. Default is to use all but one. 
data_name 
Optional name for the data, to be used in the output. The default uses the name of the 'data' argument. 
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