BETS.ur_test: Perform unit root tests
In pedrocostaferreira/BETS: Brazilian Economic Time Series
Description
Usage
Arguments
Value
Author(s)
Description
This function uses the package 'urca' to perform unit root tests on a pre-defined time series. Unlike urca functions, it returns a meaningful table summarizing the results.
Usage
1
BETS.ur_test(..., mode = "ADF", level = "5pct")
Arguments
...
Arguments passed on to urca functions
mode
A character. The type of the test. Set it to 'ADF' for Augmented Dickey-Fuller, 'KPSS' for KPSS or 'PP' for Phillips-Perron.
level
A character. The confidence level. Can be either '1pct' (not for KPSS), '2.5pct', '5pct' or '10pct'
Value
A list object. The first element is a data.frame with the test statistics, the critical values and the test results. The second, the model residuals.
Author(s)
Talitha Speranza talitha.speranza@fgv.br
pedrocostaferreira/BETS documentation built on June 1, 2020, 7:53 a.m.
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.
Description Usage Arguments Value Author(s)
Description
This function uses the package 'urca' to perform unit root tests on a pre-defined time series. Unlike urca functions, it returns a meaningful table summarizing the results.
Usage
1 | BETS.ur_test(..., mode = "ADF", level = "5pct")
|
Arguments
... |
Arguments passed on to urca functions |
mode |
A |
level |
A |
Value
A list object. The first element is a data.frame with the test statistics, the critical values and the test results. The second, the model residuals.
Author(s)
Talitha Speranza talitha.speranza@fgv.br
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.