Stationarity_check: Check the stationarity of your variables

Description Usage Arguments Value

Description

Proceed to an Augmented Dicker-Fuller Test on every variables with your specified k and p-value thresholds.

Usage

1
Variables_selection(x, k, pval)

Arguments

x

A dataset

k

The parameter k of your ADF test

pval

The p-value for which you assume that the variable is stationary

Value

A list containing two dataframes: "Stationary" and "Not_Stationary" which contains the variables' names and their p-value.


samchaineau/ModBrowse documentation built on Feb. 17, 2020, 1:57 p.m.