ur_summary {sTSD} | R Documentation |
Summarize Unit Root Test Simulations
Description
ur_summary()
provides a summary of the unit root tests
included in this package.
Usage
ur_summary(obj, pp_stat = "tau", ...)
Arguments
obj |
the object to be summarized, of class 'spp_test' |
pp_stat |
a statistic to be summarized: either "tau" or "rho". Applicable only to Phillips-Perron tests generated by functions in this package. |
... |
additional argument, currently ignored |
Details
This function makes ample use of the "attributes" element in the list produced by the unit root simulations.
Value
ur_summary()
produces console output that offers a summary
assessment about the presence of a unit root based on your simulations.
Author(s)
Steven V. Miller
Examples
A <- spp_test(money_demand$ffer, n_sims = 100)
ur_summary(A)
[Package sTSD version 0.2.0 Index]