testing_summary: Return summary of ML-based hypothesis test

In DataScienceForPublicPolicy/unitrootML: unitrootML - Machine Learning-Based Hypothesis Testing for Time Series

Description

Print summary of ML-based hypothesis test

Usage

testing_summary(hypML_obj)

Arguments

hypML_obj

A hypML object from ml_test function

Value

Retrieve test results

Author(s)

Gary Cornwall and Jeffrey Chen

Examples

#Create a list of time series
x <- list(norm1 = ts(rnorm(120, 10,10), freq=12),
          with_trend = ts(rnorm(120, 10,10) + 1:120, freq=12),
          uroot = ts(cumsum(rnorm(120,10,10)), freq = 12))

#Screen the time series for unit roots using the default model
output <- ml_test(bank = x,
                 pvalue = 0.05)

#Retrieve test summary
testing_summary(hypML_obj = output)

DataScienceForPublicPolicy/unitrootML documentation built on Dec. 17, 2021, 4:07 p.m.