unitroot_options | R Documentation |
By default, a kpss test (via feasts::unitroot_kpss()
) will be performed
for testing the required first order differences, and a test of the seasonal
strength (via feasts::feat_stl()
seasonal_strength) being above the 0.64
threshold is used for determining seasonal required differences.
unitroot_options(
ndiffs_alpha = 0.05,
nsdiffs_alpha = 0.05,
ndiffs_pvalue = ~feasts::unitroot_kpss(.)["kpss_pvalue"],
nsdiffs_pvalue = ur_seasonal_strength(0.64)
)
ndiffs_alpha , nsdiffs_alpha |
The level for the test specified in the |
ndiffs_pvalue , nsdiffs_pvalue |
A function (or lambda expression) that provides a p-value for the unit root test. As long as For the function for the seasonal p-value, the seasonal period will be provided as the |
A list of parameters
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