Updates across the board, including:
spp_test()
.skpss_test()
performs the KPSS test with simulated
critical values.sim_ts()
is a function for simulating time series,
mostly used internally.sim_df_mod()
is a function for simulating Dickey-Fuller
statistics, mostly used internally.sadf_test()
does the (Augmented) Dickey-Fuller test
with simulated critical values.adf_lag_select()
helps the user identify potentially
optimal lag selection for (Augmented) Dickey-Fuller tests.ur_summary()
provides a more straightforward function
to summarize unit root tests produced in this package.USDICE
, tbills
, exCopdab
,
lag_suggests
, and money_demand
are toy data
sets now included in this package.Initial development offering.