| Type: | Package |
| Title: | Tabular Reporting of 'EViews' Unit Root Tests |
| Version: | 0.1.0 |
| Imports: | EviewsR, knitr, magrittr, xts, zoo |
| Maintainer: | Sagiru Mati <sagirumati@gmail.com> |
| 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. |
| Depends: | R (≥ 3.4.0) |
| Suggests: | rmarkdown, testthat (≥ 3.0.0) |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| SystemRequirements: | EViews (>= 8) |
| URL: | https://github.com/sagirumati/URooTab |
| BugReports: | https://github.com/sagirumati/URooTab/issues |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Date: | 2023-08-28 |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.2.3 |
| Config/testthat/edition: | 3 |
| Packaged: | 2023-08-30 16:15:25 UTC; SMATI |
| Author: | Sagiru Mati  [aut,
cre] |
| Repository: | CRAN |
| Date/Publication: | 2023-08-30 19:40:08 UTC |
Conduct ADF unit root test using EViews routines
Description
Use this function to conduct ADF unit root test using EViews routines
Usage
adf(series, info = "sic", caption = NULL, format = kable_format(), ...)
Arguments
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 |
Value
An EViews workfile
See Also
Other important functions:
pp()
Examples
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")
Conduct PP unit root test using EViews routines
Description
Use this function to conduct PP unit root test using EViews routines and report it in a table.
Usage
pp(series, info = "sic", caption = NULL, format = kable_format(), ...)
Arguments
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 |
Value
An EViews workfile
See Also
Other important functions:
adf()
Examples
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")
Conduct unit root test using EViews routines
Description
Use this function to conduct unit root test using EViews routines
Usage
uroot(
series,
test = c("adf", "pp"),
info = "sic",
caption = NULL,
format = kable_format(),
...
)
Arguments
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 |
Value
An EViews workfile
Examples
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")