Description Usage Arguments Author(s) Examples
This function allows you to run an ADF test through several contiguous columns of a dataframe using urca package.
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data |
Dataframe. |
col.init |
Initial column. |
col.fin |
Final column. |
lags |
maximum lags for test. Defaults to 24. |
select.lags |
Information criterion ("Fixed", "AIC", "BIC"). Defaults to AIC. |
mymfrow |
Plot parameters. Defaults to 5 lines and 3 colunns of plots. |
mymar |
Plot parameters. Size of plot margins, defaults to c(3,2,1.5,1). |
myoma |
Plot parameters. Size of plot outside margins, defaults to c(0, 0, 2, 0). |
dif |
Apply test to first difference? Defaults to 'y'. |
res |
Compute residuals? Defaults to 'y'. |
precision |
Number of digits in a number. |
plt |
Plot? Defaults to FALSE. |
Fernando Teixeira
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