unitroottest.DF: Perform the Dickey-Fuller unit-root test
In gregorkb/tscourse: Contains several functions for time series analysis.
unitroottest.DF R Documentation
Perform the Dickey-Fuller unit-root test
Description
Perform the Dickey-Fuller unit-root test
Usage
unitroottest.DF(X, p = 1)
Arguments
X
a vector containing time series data.
p
the autoregressive order on which to base the test.
Value
a list with logicals indicating rejection or failure to reject at the 0.05 and 0.01 significance levels as well as the value of the Dickey-Fuller test statistic.
This function performs the Dickey-Fuller unit-root test.
gregorkb/tscourse documentation built on Oct. 3, 2022, 5:31 p.m.
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| unitroottest.DF | R Documentation |
Perform the Dickey-Fuller unit-root test
Description
Perform the Dickey-Fuller unit-root test
Usage
unitroottest.DF(X, p = 1)
Arguments
X |
a vector containing time series data. |
p |
the autoregressive order on which to base the test. |
Value
a list with logicals indicating rejection or failure to reject at the 0.05 and 0.01 significance levels as well as the value of the Dickey-Fuller test statistic.
This function performs the Dickey-Fuller unit-root test.
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.
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