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Unit Root Test Statistics

Source: R/features.R
unitroot_kpss.Rd

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 ur.kpss or ur.kpss functions.

Value

A numeric value

Author

Pablo Montero-Manso