---
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
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
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.
.