exportAdfDifferences: Export multiple ADF tests

Description Usage Arguments Value Examples

View source: R/ts.R

Description

Exports augmented Dickey-Fuller (ADF) tests of variables in levels and variables in differences into a single LaTeX file. It keeps the original order of the variables, but always displays the results for the levels first, followed by the differences and then continues with the next variables.

Usage

1
2
exportAdfDifferences(adf_levels, adf_diff1, filename = "adf.tex",
  digits = 3)

Arguments

adf_levels

ADF test for variables in levels as returned by adf.

adf_diff1

ADF test for variables in differences as returned by adf.

filename

LaTeX file to export to. Defaul name is adf.tex.

digits

Number of digits in the resulting table. Default is 3.

Value

Pretty table for output in R.

Examples

1
2
3
4
5
6
7
8
data(USArrests)
adf_levels <- adf(USArrests)
adf_diff1 <- adf(data.frame(Murder = diff(USArrests$Murder),
                            Assault = diff(USArrests$Assault),
                            UrbanPop = diff(USArrests$UrbanPop),
                            Rape = diff(USArrests$Rape)))
exportAdfDifferences(adf_levels, adf_diff1)
unlink("adf.tex")

sfeuerriegel/ResearchGroupTools documentation built on May 29, 2019, 8:01 p.m.