# ndiffs

From forecast v2.11
by Rob Hyndman

##### Number of differences

Uses a unit root test to determine the number of differences required for time series `x`

. If `test="kpss"`

,
the KPSS test is used with the null hypothesis that `x`

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 `alpha`

. If `test="adf"`

, the Augmented Dickey-Fuller test is used
and if `test="pp"`

the Phillips-Perron test is used. In both of these cases, the null hypothesis is that `x`

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 `alpha`

.

- Keywords
- ts

##### Usage

`ndiffs(x, alpha=0.05, test=c("kpss","adf", "pp"))`

##### Arguments

- x
- A univariate time series
- alpha
- Level of the test
- test
- Type of unit root test to use

##### Value

- An integer.

##### Examples

`ndiffs(WWWusage)`

*Documentation reproduced from package forecast, version 2.11, License: GPL (>= 2)*

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