diagnostics: Diagnostics on hypothesis testing
Description
Provides information on whether the null hypothesis of a unit root is rejected
against the alternative of explosive behaviour for each series in a dataset.
Usage
diagnostics(object, cv = NULL, ...)# S3 method for radf_obj
diagnostics(object, cv = NULL, option = c("gsadf", "sadf"), ...)
Value
Returns a list with the series that reject (positive) and the series
that do not reject (negative) the null hypothesis, and at what significance level.
Arguments
- object
An object of class obj.
- cv
An object of class cv.
- ...
Further arguments passed to methods.
- option
Whether to apply the "gsadf" or "sadf" methodology (default = "gsadf").
Details
Diagnostics also stores a vector whose elements take the value of 1 when
there is a period of explosive behaviour and 0 otherwise.
Examples
Run this code
rsim_data <- radf(sim_data)
diagnostics(rsim_data)
diagnostics(rsim_data, option = "sadf")
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