ur_summary: Summarize Unit Root Test Simulations

In sTSD: Simulate Time Series Diagnostics

Summarize Unit Root Test Simulations

Description

ur_summary() provides a summary of the unit root tests included in this package.

Usage

ur_summary(obj, pp_stat = "tau", ...)

Arguments

obj	the object to be summarized, of class 'spp_test'
pp_stat	a statistic to be summarized: either "tau" or "rho". Applicable only to Phillips-Perron tests generated by functions in this package.
...	additional argument, currently ignored

Details

This function makes ample use of the "attributes" element in the list produced by the unit root simulations.

Value

ur_summary() produces console output that offers a summary assessment about the presence of a unit root based on your simulations.

Author(s)

Steven V. Miller

Examples

A <- spp_test(money_demand$ffer, n_sims = 100)
ur_summary(A)

sTSD documentation built on April 3, 2025, 7:37 p.m.