enders.test: Enders sequential test procedure for unit roots

Description Usage Arguments Value

Description

Procedure to test for unit roots.

Usage

1
enders.test(data, alpha)

Arguments

data

Time series data

alpha

Value of alpha for the statistics test

Value

0: Non-Stationary, 1: Stationary, 2: Stationary around non-zero mean, 3: Stationary around trend


gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.