func_adf: ADF Function

Description Usage Arguments Author(s) Examples

Description

This function allows you to run an ADF test through several contiguous columns of a dataframe using urca package.

Usage

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func_adf(data, col.init, col.fin, lags = 24, select.lags = "AIC",
  mymfrow = c(5, 3), mymar = c(3, 2, 1.5, 1), myoma = c(0, 0, 2, 0),
  dif = "y", res = "y", precision = 2, plt = F)

Arguments

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.

Author(s)

Fernando Teixeira

Examples

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func_adf(series,1,3, dif = 'y', res = 'n', mymfrow = c(3,1), lags=13)

fernote7/InFeR documentation built on May 16, 2019, 12:49 p.m.