unitroot_kpss: Unit Root Test Statistics
In tsfeatures: Time Series Feature Extraction
unitroot_kpss R Documentation
Unit Root Test Statistics
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
unitroot_kpss(x, ...)
unitroot_pp(x, ...)
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 Aug. 28, 2023, 5:09 p.m.
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| unitroot_kpss | R Documentation |
Unit Root Test Statistics
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
unitroot_kpss(x, ...)
unitroot_pp(x, ...)
Arguments
x |
a univariate time series. |
... |
Other arguments are passed to the |
Value
A numeric value
Author(s)
Pablo Montero-Manso
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.
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