--- title: "URooTab: Tabular Reporting of 'EViews' Unit Root Tests" author: "Sagiru Mati, PhD" date: '`r format(Sys.Date(), "%A: %B %d, %Y")`' output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{URooTab: Tabular Reporting of 'EViews' Unit Root Tests} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r setup, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>", echo = T, eval=F, out.width = "45%", out.height = "20%", fig.show="hold" ) library(URooTab) library(knitr) ``` --> Please do not forget to cite the package as follows: **Plain text:** Mati S. (2023). URooTab: Tabular Reporting of 'EViews' Unit Root Tests. CRAN, https://github.com/sagirumati/URooTab **Bibtex:** @Manual{Mati2023, title = {{URooTab}: Tabular Reporting of {EViews} Unit Root Tests}, author = {Sagiru Mati}, publisher = {CRAN}, url = {https://github.com/sagirumati/URooTab}, } # 1 About the Author The author of this package, **Sagiru Mati**, obtained his PhD in Economics from the Near East University, North Cyprus. He works at the Department of Economics, Yusuf Maitama Sule (Northwest) University, Kano, Nigeria. Please visit his [website](https://smati.com.ng) for more details. Please follow his publications on: [**Google Scholar**](https://scholar.google.com/citations?user=odEp1eIAAAAJ&hl=en&oi=ao) [**ResearchGate**](https://www.researchgate.net/profile/Sagiru-Mati-2) [**Web of Science**](https://www.webofscience.com/wos/author/record/P-3408-2017) [**ORCID: 0000-0003-1413-3974**](https://orcid.org/0000-0003-1413-3974) # 2 About URooTab URooTab is an R package that can conducts `EViews` unit root tests and report them in tabular form. # 3 Why URooTab? While there are R packages and EViews add-ins available for presenting unit root tests in tabular form, none of them incorporates **EViews** procedures within the R environment. Specifically: - I wish I could conduct unit root using EViews routines in R, R Markdown or Quarto document - I wish I could dynamically import the results of the unit root tests individually or at once into R, R Markdown or Quarto document without switching between these applications back and forth. - I wish I could use an R function to report unit root test in a table style suitable for publication. - I wish I could automatically format the table in `Latex`, `html`, `pandoc` and `markdown`. - I wish I could do all of the above from R, R Markdown or Quarto without opening the EViews!!! # 4 Installation URooTab can be installed using the following commands in R. install.packages("URooTab") OR devtools::install_github("sagirumati/URooTab") # 5 Setup To run the package successfully, you need to do one of the following - Add EViews installation folder to path (**Environment Variables**). - Don’t do anything if the name of EViews executable is one of the following: `EViews13_x64`, `EViews13_x86`, `EViews12_x64`, `EViews12_x86`, `EViews11_x64`, `EViews11_x86`, `EViews10_x64`, `EViews10_x86`, `EViews9_x64`, `EViews9_x86`, `EViews10`. The package will find the executable automatically. - Rename the Eviews executable to `eviews` or one of the names above. - Alternatively, you can use `set_eviews_path()` function to set the path the EViews executable as follows: library(EviewR) set_eviews_path("C:/Program Files (x86)/EViews 10/EViews10.exe") # 6 Usage Please load the URooTab package as follows: ```{r} . library(URooTab) ``` # 7 Ways to use URooTab The package can work with base R, R Markdown or Quarto document. The package has been used by Mati, Civcir, and Ozdeser (2019), Mati (2021), Mati et al. (2023), Mati, Civcir, and Özdeşer (2023) and Mati, Civcir, and Ozdeser (2019). # 8 URooTab along with R Markdown or Quarto document You can use `URooTab` in an R chunk in R Markdown or Quarto document: The `uroot()` function reports all the available test (ADF and PP) at once. It is more suitable for Quarto document, which has both `tbl-cap` and `tbl-subcap` chunk options. To produce Table 8.1, use the R chunk below: Notice the chunk option `results: asis` because `uroot()` is designed to print all the tables (ADF and PP) in the chunk. If you are producing multiple `kable` tables, `results: asis` is necessary. You can also use `kableExtra` package to further customise the table. ```` ```{r}`r ''` #| label: URooTab #| eval: true #| results: asis library(URooTab) set.seed(1234) # for reproducibility x=rnorm(100) y=cumsum(x) z=cumsum(y) dataFrame=data.frame(x,y,z) uroot(dataFrame, caption = "Unit Root Tests for x, y and Z") ``` ````
Table 8.1: Unit Root Tests for x, y and Z
Variables None Constant Constant and trend None Constant Constant and trend Decision
X -8.300*** -8.396*** -8.815*** -8.274*** -8.239*** -8.214*** I(0)
Y 0.417 -1.907 0.026 -8.148*** -8.259*** -8.721*** I(1)
Z -2.379** -2.084 -2.938 0.417 -2.013 -0.033 I(2)
Table 8.1: Unit Root Tests for x, y and Z
Variables None Constant Constant and trend None Constant Constant and trend Decision
X -8.327*** -8.418*** -8.815*** -42.502*** -51.961*** -74.206*** I(0)
Y 0.275 -1.857 -0.066 -8.170*** -8.275*** -8.721*** I(1)
Z 6.659 3.450 -3.516** 0.274 -1.956 -0.109 I(2)
In R Markdown or Quarto document, `URooTab` is smart enough to recognise the document format and select the suitable table format. # 9 URooTab along with base R. In base R, you can get the table printed in console in the format you specify by the `format` argument. We can create a dataframe as follows: library(URooTab) set.seed(1234) # for reproducibility x = rnorm(100) y = cumsum(x) z = cumsum(y) dataFrame = data.frame(x, y, z) ## 9.1 The adf() function To print ADF test results in `latex` format: adf(dataFrame, format = "latex", info = "aic", caption = "ADF Unit Root Tests for x, y and Z") Or uroot(dataFrame, format = "latex", test = "adf", info = "aic", caption = "ADF Unit Root Tests for x, y and Z") The above code produces the following latex code: \begin{table}[h] \caption{ADF Unit Root Tests for x, y and Z} \centering \begin{tabular}[t]{llllllll} \toprule Variables & None & Constant & Constant and trend & None & Constant & Constant and trend & Decision\\ \midrule X & -8.300*** & -8.396*** & -8.815*** & -7.494*** & -7.460*** & -7.445*** & I(0)\\ Y & 0.224 & -1.934 & 0.026 & -8.148*** & -8.259*** & -8.721*** & I(1)\\ Z & -2.379** & -2.084 & -2.938 & 0.233 & -2.221 & -0.033 & I(2)\\ \bottomrule \end{tabular} \end{table} ## 9.2 The pp() function To print PP test results in `html` format: pp(dataFrame, format = "html", info = "aic", caption = "PP Unit Root Tests for x, y and Z") Or uroot(dataFrame, format = "html", info = "aic", test = "pp", caption = "PP Unit Root Tests for x, y and Z") The above code produces the following `html` codes in console:
PP Unit Root Tests for x, y and Z
Variables None Constant Constant and trend None Constant Constant and trend Decision
X -8.327*** -8.418*** -8.815*** -42.502*** -51.961*** -74.206*** I(0)
Y 0.275 -1.857 -0.066 -8.170*** -8.275*** -8.721*** I(1)
Z 6.659 3.450 -3.516** 0.274 -1.956 -0.109 I(2)
## 9.3 The uroot() function The `uroot()` function is a generic function that can be used to conduct any unit root test. Setting `test="adf"` conducts ADF test, while `test="pp"` conducts PP test. If `test` argument is not specified, the `uroot()` function conducts all the test at once. # 10 Similar Packages Similar packages include [DynareR](https://github.com/sagirumati/DynareR) (Mati 2020a, 2022a), [gretlR](https://github.com/sagirumati/gretlR) (Mati 2020c, 2022c), and [EviewsR](https://github.com/sagirumati/EviewsR) (Mati 2022b, 2020b;Mati, Civcir, and Abba 2023) For further details, consult Mati (2023b) and Mati (2023a). # References Mati, Sagiru. 2020a. “DynareR: Bringing the Power of Dynare to R, R Markdown, and Quarto.” *CRAN*. . ———. 2020b. *EviewsR: A Seamless Integration of EViews and R*. . ———. 2020c. *gretlR: A Seamless Integration of Gretl and R*. . ———. 2021. “Do as Your Neighbours Do? Assessing the Impact of Lockdown and Reopening on the Active COVID-19 Cases in Nigeria.” *Social Science &Amp; Medicine* 270 (February): 113645. . ———. 2022a. “Package ‘DynareR’.” . ———. 2022b. “Package ‘EviewsR’.” . ———. 2022c. “Package ‘gretlR’.” . ———. 2023a. “Package ‘URooTab’.” . ———. 2023b. *URooTab: Tabular Reporting of EViews Unit Root Tests*. . Mati, Sagiru, Irfan Civcir, and S. I. Abba. 2023. “EviewsR: An r Package for Dynamic and Reproducible Research Using EViews, r, r Markdown and Quarto.” *The R Journal* 15 (2): 169–205. . Mati, Sagiru, Irfan Civcir, and Hüseyin Ozdeser. 2019. “ECOWAS COMMON CURRENCY: HOW PREPARED ARE ITS MEMBERS?” *Investigación Económica* 78 (308): 89. . Mati, Sagiru, Irfan Civcir, and Hüseyin Özdeşer. 2023. “ECOWAS Common Currency, a Mirage or Possibility?” *Panoeconomicus* 70 (2): 239–60. . Mati, Sagiru, Magdalena Radulescu, Najia Saqib, Ahmed Samour, Goran Yousif Ismael, and Nazifi Aliyu. 2023. “Incorporating Russo-Ukrainian War in Brent Crude Oil Price Forecasting: A Comparative Analysis of ARIMA, TARMA and ENNReg Models.” *Heliyon* 9 (11): e21439. .