adf.test: Calculates ADF Stationarity Test
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Calculates ADF Test Info based from the urca package
Usage
1
2
Arguments
y
Data series
type
The type of test. Whether it includes a drift or trend component.
lags
Number of lags to test
selectlags
Whether a model criterion should be used to determine a lag length.
Author(s)
Nicholas Dregne and Helena Ristov
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.
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Description Usage Arguments Author(s)
Description
Calculates ADF Test Info based from the urca package
Usage
1 2 |
Arguments
y |
Data series |
type |
The type of test. Whether it includes a drift or trend component. |
lags |
Number of lags to test |
selectlags |
Whether a model criterion should be used to determine a lag length. |
Author(s)
Nicholas Dregne and Helena Ristov
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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