Options for the unit root tests for order of integration

unitroot_options(ndiffs_alpha = 0.05, nsdiffs_alpha = 0.05,
  ndiffs_pvalue = ~feasts::unitroot_kpss(.)["kpss_pvalue"],
  nsdiffs_pvalue = ~feasts::feat_stl(., .period)[2] < 0.64)

Arguments

ndiffs_alpha, nsdiffs_alpha

The level for the test specified in the pval functions As long as pval < alpha, differences will be added.

ndiffs_pvalue, nsdiffs_pvalue

A function (or lambda expression) which returns the probability of the . As long as pval < alpha, differences will be added.

For the function for the seasonal p-value, the seasonal period will be provided as the .period argument to this function. A vector of data to test is available as . or .x.

See also