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"),
...
)

Arguments

x A vector to be tested for the unit root. Type of deterministic part. Maximum number of lags used for error term correction. Arguments passed to unit root test function. Determines the deterministic part in the test regression.

Value

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

Details

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.

urca::ur.kpss()
urca::ur.pp()`