unitroot: Unit root test statistics
In seer: Feature-Based Forecast Model Selection
unitroot R Documentation
Unit root test statistics
Description
Computes the test statistics based on unit root tests Phillips–Perron test and
KPSS test
Usage
unitroot(y)
Arguments
y
a univariate time series
Value
A vector of 3 values: test statistic based on PP-test and KPSS-test
Author(s)
Thiyanga Talagala
seer documentation built on Oct. 1, 2022, 9:06 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| unitroot | R Documentation |
Unit root test statistics
Description
Computes the test statistics based on unit root tests Phillips–Perron test and KPSS test
Usage
unitroot(y)
Arguments
y |
a univariate time series |
Value
A vector of 3 values: test statistic based on PP-test and KPSS-test
Author(s)
Thiyanga Talagala
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.