diff_mult {bootUR} | R Documentation |
Performs differencing of multiple time series, with possibly different orders for each time series.
diff_mult(data, d, keep_NAs = TRUE)
data |
A ( |
d |
An |
keep_NAs |
Logical indicator whether or not to keep the |
The appropriately differenced data in the same format as the original data.
Smeekes, S. and Wilms, I. (2023). bootUR: An R Package for Bootstrap Unit Root Tests. Journal of Statistical Software, 106(12), 1-39.