PP.test.FLVector: test case in test_FLdifference.

In Fuzzy-Logix/AdapteR: Converts R syntax to SQL to provide fast analytics using in-database C++ library DB Lytix.

Description

PP.test performs Phillips Perron for Stationarity on FLVector objects.

Usage

## S3 method for class 'FLVector'
PP.test(x, data, trend = 1, lag = 1, ...)

Arguments

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.

Details

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.

Value

PP.test returns a list of class htest

See Also

PP.test for R reference implementation.

Examples

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)

Fuzzy-Logix/AdapteR documentation built on May 6, 2019, 5:07 p.m.