Short question: Is it possible to use statistical tests, like the Augmented Dickey-Fuller test, in functions with for-loops? If not, are there any alternative ways to scale measures?
Detailed explanation: I am working with time-series, and I want to flag curves that are not stationary and which display pulses, trends, or level shifts. >df DATE ID VALUE2012-03-06 1 5.672012-03-07 1 3.452012-03-08 1 4.562012-03-09 1 20.302012-03-10 1 5.102012-03-06 2 5.672012-03-07 2 3.452012-03-08 2 4.562012-03-09 2 5.282012-03-10 2 5.102012-03-06 3 5.672012-03-07 3 7.802012-03-08 3 8.792012-03-09 3 9.432012-03-10 3 10.99 You can see, object 2 is stationary, but 3 exhibits 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 Dickey-Fuller Test data: dataDickey-Fuller = 11.1451, Lag order = 16, p-value = 0.04null hypothesis: non-stationary How can I use this output in a for-loop? Thank you in advance! [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.