LuxLelio
hankroark
/ interp_urdf.R
Created
October 21, 2019 20:04
This R function helps to interpret the output of the urca::ur.df function
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| ############################################################################################ | |
| # This R function helps to interpret the output of the urca::ur.df function. | |
| # The rules are based on https://stats.stackexchange.com/questions/24072/interpreting-rs-ur-df-dickey-fuller-unit-root-test-results | |
| # | |
| # urdf is the output of the urca::ur.df function | |
| # level is one of c("1pct", "5pct", "10pct") | |
| # | |
| # Author: Hank Roark | |
| # Date: October 2019 | |
| ############################################################################################ |