#' @title Zivot-Andrews (ZA) Stationarity Test
#'
#' @description
#' Zivot-Andrews stationarity test.
#'
#' @param data Time series data
#' @param alpha Value of alpha for the statistics test
#'
#' @return 0: Non-Stationary, 1: Stationary, NA: Unable to test
#'
#' @importFrom urca ur.za
#'
zivot.andrews.test <- function(data, alpha){
p <- NULL
tryCatch(p <- ur.za(data),
error=function(e){return(NA)})
if(!is.null(p)){
if(!is.null(p@teststat) && !is.na(p@teststat)){
if(p@teststat <= p@cval[2]){
return(STATIONARY)
} else {
return(NONSTATIONARY)
}
}
}
return(NA)
}
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