Unit root test — unitroot • rjd3revisions

Unit root test

Usage

unitroot(vintages.view, adfk = 1, na.zero = FALSE)

Arguments

vintages.view: mts object. Vertical or diagonal view of the create_vintages() output
adfk: Number of lags to consider for Augmented Dicky-Fuller (ADF) test
na.zero: Boolean whether missing values should be considered as 0 or rather as data not (yet) available (the default).

See also

revision_analysis(), render_report()

Examples

if (FALSE) { # rjd3jars::check_java_version(silent = TRUE)
## Simulated data
df_long <- simulate_long(
    n_period = 10L * 4L,
    n_revision = 5L,
    periodicity = 4L,
    start_period = as.Date("2010-01-01")
)

## Create vintage and test
vintages <- create_vintages(df_long, periodicity = 4L)
unitroot(vintages[["diagonal_view"]])
}