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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