toda: ADF Function
In fernote7/Infer: My Package
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
1
toda(x, m, plt = F, ic = 1, pval = 0.05)
Arguments
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).
Author(s)
Fernando Teixeira
Examples
1
toda(x, m = 2, plt = F, ic = 1, pval=0.05)
fernote7/Infer documentation built on May 16, 2019, 12:49 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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
1 | toda(x, m, plt = F, ic = 1, pval = 0.05)
|
Arguments
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). |
Author(s)
Fernando Teixeira
Examples
1 | toda(x, m = 2, plt = F, ic = 1, pval=0.05)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.