summary_kpss: KPSS Test result.

Description Usage Arguments Examples

View source: R/summary-kpss.R

Description

This function computes KPSS statistics and critical values and aggregate them in one dataframe for all possible situations.

Usage

1
summary_kpss(model, lag = 5, difference = NA)

Arguments

model

fitted lm(y ~ x) object

lag

Integer lag length. For example, if the value is 10, results will come for lag lengths of 1:10.

Examples

1
summary_kpss(ts_model,10)

karakastarik/stationarityR documentation built on Dec. 21, 2021, 5:18 a.m.