unitroot_kpss

unitroot_pp

<code>unitroot_kpss</code> computes the statistic for the Kwiatkowski et al. unit root test
using the default settings for the <code>ur.kpss</code> function.
<code>unitroot_pp</code> computes the statistic for the Phillips-Perron unit root test
using the default settings for the <code>ur.pp</code> function.

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.

Rob Hyndman

tsfeatures

Time Series Feature Extraction

Yanfei Kang

Pablo Montero-Manso

Mitchell O'Hara-Wild

Thiyanga Talagala

Earo Wang

Yangzhuoran Yang

Souhaib Ben Taieb

Cao Hanqing

D K Lake

Nikolay Laptev

J R Moorman

Bohan Zhang

unitroot_kpss function

<dl><dt>x</dt>
<dd>a univariate time series.</dd>
<dt>...</dt>
<dd>Other arguments are passed to the <code>ur.kpss</code> or
<code>ur.kpss</code> functions.</dd></dl>

Arguments

Author

Unit Root Test Statistics — unitroot_kpss

<dl>

<dt>x</dt>
<dd>a univariate time series.</dd>


<dt>...</dt>
<dd>Other arguments are passed to the <code>ur.kpss</code> or
<code>ur.kpss</code> functions.</dd>

</dl>

Unit Root Test Statistics

unitroot_kpss: Unit Root Test Statistics

Description

Usage

Value

Arguments

Author