| unitroot_kpss {tsfeatures} | R Documentation |
Unit Root Test Statistics
Description
unitroot_kpss computes the statistic for the Kwiatkowski et al. unit root test
using the default settings for the ur.kpss function.
unitroot_pp computes the statistic for the Phillips-Perron unit root test
using the default settings for the ur.pp function.
Usage
unitroot_kpss(x, ...)
unitroot_pp(x, ...)
Arguments
x |
a univariate time series. |
... |
Other arguments are passed to the |
Value
A numeric value
Author(s)
Pablo Montero-Manso
[Package tsfeatures version 1.1.1 Index]