urTable: Generates a table with Unit Roor test results

In fcbarbi/macroR: Functions for Macroeconomic time series analysis in R

Description

Returns a datatable and generates a .csv or .tex file with Unit Root test results.

Usage

urTable(df, tests = c("adf", "pp", "kpss"), order = 1, file = NULL,
  format = "csv")

Arguments

df	Dataframe with series to test
tests	List of tests to be performed, by default tests are c("adf","pp","kpss").
order	Maximum order of integration to test, usually noted as I(?). It can be c(0,1,2).
file	(Optional) Filename to be generated according to format.
format	(Optional) Format of the output table, can be c("csv","latex"). Defaults to "txt".

Details

Supports ADF, PP and KPSS unit root tests.

Value

A dataframe with the test results and a file (optional).

Examples

require(tseries)
data(USeconomic,package="tseries")
data <- data.frame( USeconomic ) 

dft1 <- urTable( data, tests=c("adf","pp","kpss"), file="US.csv" )

dft2 <- urTable( data, tests=c("pp","kpss"), order=2, file="US.tex", format="latex" )

# Even series with missing observations can be tested
bad <- data.frame( var1=rnorm(100), var2=cumsum(rnorm(100)) ) 
bad[seq(95,100),"var1"] <- bad[1,"var2"] <- bad[2,"var2"] <- NA
dft3 <- urTable( bad )

fcbarbi/macroR documentation built on May 16, 2019, 12:05 p.m.