ndiffs

alpha

test

Uses a unit root test to determine the number of differences required for time series <code>x</code>. If <code>test="kpss"</code>,
the KPSS test is used with the null hypothesis that <code>x</code> has a stationary root against a unit-root alternative. Then the test returns 
the least number of differences required to pass the test at the level <code>alpha</code>. If <code>test="adf"</code>, the Augmented Dickey-Fuller test is used
with the null hypothesis that <code>x</code> has a unit root against a stationary root alternative. Then the test returns the least number of differences
required to fail the test at the level <code>alpha</code>.

Methods and tools for displaying and analysing univariate
        time series forecasts including exponential smoothing via state
        space models and automatic ARIMA modelling.

ndiffs: Number of differences

Description

Usage

Arguments

Value

Examples