Runs an Augmented Dickey-Fuller test (H0: unit root / non-stationary)
and a KPSS test (H0: stationary) via the urca package where available,
plus a Ljung-Box autocorrelation test, and suggests a differencing
order to achieve stationarity of the mean.
Usage
morie_ts_stationarity(x, max_d = 2L)
Arguments
- x
A numeric series or morie_ts.
- max_d
Maximum differencing to search for the suggestion.
Value
A morie_ts_stationarity list: adf, kpss (statistic +
whether stationary at 5%), ljung_box p-value, and suggested_d.
Examples
morie_ts_stationarity(cumsum(rnorm(100)))$suggested_d
#> [1] 1
