Performs a test for the existence of a unit root in the vector.

unitroot_kpss(x, type = c("mu", "tau"), lags = c("short", "long", "nil"), ...) unitroot_pp( x, type = c("Z-tau", "Z-alpha"), model = c("constant", "trend"), lags = c("short", "long"), ... )

x | A vector to be tested for the unit root. |
---|---|

type | Type of deterministic part. |

lags | Maximum number of lags used for error term correction. |

... | Arguments passed to unit root test function. |

model | Determines the deterministic part in the test regression. |

A vector of numeric features for the test's statistic and p-value.

`unitroot_kpss`

computes the statistic for the Kwiatkowski et al. unit root test with linear trend and lag 1.

`unitroot_pp`

computes the statistic for the `'Z-tau'' version of Phillips & Perron unit root test with constant trend and lag 1.