Description Usage Arguments Details Value See Also Examples
PP.test
performs Phillips Perron for Stationarity on FLVector objects.
1 2 |
data |
An object of class FLVector. |
trend |
Whether to include trend order or not. |
Lag |
Whether to use long or short order for lag of auto-correlation functions. |
The DB Lytix function called is FLPP. Stored procedure to perform Phillips Perron for Stationarity.Stationarity : A weak stationarity condition requires the first moment and the auto-covariance function of the time series to be finite and time invariant stores the results in data frame.
PP.test
returns a list of class htest
PP.test
for R reference implementation.
1 2 3 4 | vdf <- sqlQuery(connection, "SELECT Num_Val as num_val FROM tblsensex")
flv <- as.FL(vdf$num_val)
rv <- vdf$num_val
flmod <- PP.test(flv)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.