Title: | Tabular Reporting of 'EViews' Unit Root Tests |
---|---|
Description: | Conduct unit root tests based on 'EViews' (<https://eviews.com>) routines and report them in tables. 'EViews' (Econometric Views) is a commercial software for econometrics. |
Authors: | Sagiru Mati [aut, cre] |
Maintainer: | Sagiru Mati <[email protected]> |
License: | GPL |
Version: | 0.1.0 |
Built: | 2024-10-27 04:49:37 UTC |
Source: | https://github.com/sagirumati/urootab |
ADF
unit root test using EViews
routinesUse this function to conduct ADF
unit root test using EViews
routines
adf(series, info = "sic", caption = NULL, format = kable_format(), ...)
adf(series, info = "sic", caption = NULL, format = kable_format(), ...)
series |
A vector of names or wildcard expressions for series object(s) contained in a dataframe. |
info |
Name of the information criterion. For example, |
caption |
Table caption as in |
format |
Table format in |
... |
Other arguments supported by |
An EViews workfile
Other important functions:
pp()
library(URooTab) set.seed(1234) x=rnorm(100) y=cumsum(x) z=cumsum(y) dataFrame=data.frame(x,y,z) # Check if `EViews` is installed before running the tests eviewsExecutables=c('eviews','eviews10',paste0('Eviews',9:13,'_X',c(86,64))) if(any(Sys.which(eviewsExecutables)!="")) adf(series=dataFrame,format="latex",info="aic")
library(URooTab) set.seed(1234) x=rnorm(100) y=cumsum(x) z=cumsum(y) dataFrame=data.frame(x,y,z) # Check if `EViews` is installed before running the tests eviewsExecutables=c('eviews','eviews10',paste0('Eviews',9:13,'_X',c(86,64))) if(any(Sys.which(eviewsExecutables)!="")) adf(series=dataFrame,format="latex",info="aic")
PP
unit root test using EViews
routinesUse this function to conduct PP
unit root test using EViews
routines and report it in a table.
pp(series, info = "sic", caption = NULL, format = kable_format(), ...)
pp(series, info = "sic", caption = NULL, format = kable_format(), ...)
series |
A vector of names or wildcard expressions for series object(s) contained in a dataframe. |
info |
Name of the information criterion. For example, |
caption |
Table caption as in |
format |
Table format in |
... |
Other arguments supported by |
An EViews workfile
Other important functions:
adf()
library(URooTab) set.seed(1234) x=rnorm(100) y=cumsum(x) z=cumsum(y) dataFrame=data.frame(x,y,z) # Check if `EViews` is installed before running the tests eviewsExecutables=c('eviews','eviews10',paste0('Eviews',9:13,'_X',c(86,64))) if(any(Sys.which(eviewsExecutables)!="")) pp(series=dataFrame,format="html",info="hq")
library(URooTab) set.seed(1234) x=rnorm(100) y=cumsum(x) z=cumsum(y) dataFrame=data.frame(x,y,z) # Check if `EViews` is installed before running the tests eviewsExecutables=c('eviews','eviews10',paste0('Eviews',9:13,'_X',c(86,64))) if(any(Sys.which(eviewsExecutables)!="")) pp(series=dataFrame,format="html",info="hq")
EViews
routinesUse this function to conduct unit root test using EViews
routines
uroot( series, test = c("adf", "pp"), info = "sic", caption = NULL, format = kable_format(), ... )
uroot( series, test = c("adf", "pp"), info = "sic", caption = NULL, format = kable_format(), ... )
series |
A vector of names or wildcard expressions for series object(s) contained in a dataframe. |
test |
Name of the unit root test. For example, |
info |
Name of the information criterion. For example, |
caption |
Table caption as in |
format |
Table format in |
... |
Other arguments supported by |
An EViews workfile
library(URooTab) set.seed(1234) x=rnorm(100) y=cumsum(x) z=cumsum(y) dataFrame=data.frame(x,y,z) # Check if `EViews` is installed before running the tests eviewsExecutables=c('eviews','eviews10',paste0('Eviews',9:13,'_X',c(86,64))) if(any(Sys.which(eviewsExecutables)!="")) uroot(series=dataFrame,format="markdown",info="sic")
library(URooTab) set.seed(1234) x=rnorm(100) y=cumsum(x) z=cumsum(y) dataFrame=data.frame(x,y,z) # Check if `EViews` is installed before running the tests eviewsExecutables=c('eviews','eviews10',paste0('Eviews',9:13,'_X',c(86,64))) if(any(Sys.which(eviewsExecutables)!="")) uroot(series=dataFrame,format="markdown",info="sic")