Description Usage Arguments Details Value Note Author(s) Examples

This function tests for unit roots and applies first differences to treat non-stationary data.

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`data` |
A tbl with variables in columns. |

`type` |
Vector with tests to perform. Available: list("kpss", "pp, "adf") |

`alpha` |
Significance level for the tests. |

`exclude` |
Variables to exclude from evaluation. |

Tests available are c("kpss", "adf", "pp").

An object of class list with a tibble (series_dif) containing the non-stationary data in first differences; and a tibble (series_ndiffs) containing the results from the unit roots test performed.

Only first differences are taken, even if series are integrated of order > 1. So it is advisable to look at "series_ndiffs" to assess the results from the unit root tests and, if necessary, run the function again until all the series are I(0).

J. Renato Leripio

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