Use a unit root function to determine the minimum number of differences necessary to obtain a stationary time series.

unitroot_ndiffs(
  x,
  alpha = 0.05,
  unitroot_fn = ~unitroot_kpss(.)["kpss_pvalue"],
  differences = 0:2,
  ...
)

unitroot_nsdiffs(
  x,
  alpha = 0.05,
  unitroot_fn = ~feat_stl(., .period)[2] < 0.64,
  differences = 0:2,
  .period = 1,
  ...
)

Arguments

x

A vector to be tested for the unit root.

alpha

The level of the test.

unitroot_fn

A function (or lambda) that provides a p-value for a unit root test.

differences

The possible differences to consider.

...

Additional arguments passed to the unitroot_fn function

.period

The period of the seasonality.

Value

A numeric corresponding to the minimum required differences for stationarity.