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.
1 | toda(x, m, plt = F, ic = 1, pval = 0.05)
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x |
Dataframe or tibble. |
m |
Series maximum integration order. |
plt |
Plot? Defaults to FALSE. |
ic |
Information criteria, from 1 to 4 (AIC, HQ, SC, FPE). Defaults to 1 (AIC). |
Fernando Teixeira
1 | toda(x, m = 2, plt = F, ic = 1, pval=0.05)
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