unitroot_kpss: Unit Root Test Statistics

Description Usage Arguments Value Author(s)

View source: R/features.R

Description

unitroot_kpss computes the statistic for the Kwiatkowski et al. unit root test using the default settings for the ur.kpss function. unitroot_pp computes the statistic for the Phillips-Perron unit root test using the default settings for the ur.pp function.

Usage

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Arguments

x

a univariate time series.

...

Other arguments are passed to the ur.kpss or ur.kpss functions.

Value

A numeric value

Author(s)

Pablo Montero-Manso


tsfeatures documentation built on July 1, 2020, 7:12 p.m.