Displaying 1 result from an estimated 1 matches for "datadickey".
2013 Jun 23
1
Scaling Statistical
...its a trend and 1 has a
pulse at 3/09.
What I want, in pseudo-code:
flag<- list()
for (i in 1:length(obsv)) {
if adf.test(i) FAIL {
append(flag, i)
}}
What I have so far:
>library(tseries)
>adf.test(df[which(df$ID==1), 3])
Augmented Dickey-Fuller Test
data: dataDickey-Fuller = 11.1451, Lag order = 16, p-value = 0.01null
hypothesis: non-stationary
>adf.test(df[which(df$ID==2), 3])
Augmented Dickey-Fuller Test
data: dataDickey-Fuller = 11.1451, Lag order = 16, p-value = 0.99
alternative hypothesis: stationary
>adf.test(df[which(df$ID==3), 3])Augmented Dic...