Run three types of ADF unit root tests.

Run three types of ADF unit root tests.

Usage

test_unit_roots(x, max.ar, selectlags = c("Fixed", "AIC", "BIC"))

Arguments

x

A numeric vector.

max.ar

Maximum lag for augmented Dickey-Fuller test.

selectlags

Character specifying "Fixed" lags or automatic lag selection with information criteria "AIC" or "BIC".

Value

A named list with four elements, storing the function arguments and the resulting three ADF unit root tests: (i) no deterministic terms, (ii) an intercept, (iii) intercept and trend.