adf.test: Calculates ADF Stationarity Test

Description Usage Arguments Author(s)

Description

Calculates ADF Test Info based from the urca package

Usage

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adf.test(y, type = c("none", "drift", "trend"), lags = 1,
  selectlags = c("Fixed", "AIC", "BIC"))

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.