root.print <- function(var) { #---Phillips-Perron print(PP.test(var, lshort = TRUE) ) print(PP.test(var, lshort = FALSE) )
#---Augmented Dickey-Fuller print(adf.test(var, alternative = "stationary", k =
trunc((length(var)-1)^(1/3))))
#---KPSS print(kpss.test(var, null = "Level", lshort = TRUE)) print(kpss.test(var, null = "Trend", lshort = FALSE)) }
To store the results, try:
root.store <- function(var)
{
#---Phillips-Perron
t1 <- PP.test(var, lshort = TRUE) t2 <- PP.test(var, lshort = FALSE)
#---Augmented Dickey-Fuller t3 <- adf.test(var, alternative = "stationary", k =
trunc((length(var)-1)^(1/3)))
#---KPSS t4 <- kpss.test(var, null = "Level", lshort = TRUE) t5 <- kpss.test(var, null = "Trend", lshort = FALSE) list(PP.testT=t1, PP.testF=t2, adf.test=t3, kpss.testT=t4, kpss.testF=t5) }
hope this helps. spencer graves
bogdan romocea wrote:
Dear R users,
I have a function (below) which encompasses several tests. However, when I run it, only the output of the last test is displayed. How can I ensure that the function root(var) will run and display the output from all tests, and not just the last one?
Thank you, b.
root <- function(var)
{
#---Phillips-Perron
PP.test(var, lshort = TRUE) PP.test(var, lshort = FALSE)
#---Augmented Dickey-Fuller adf.test(var, alternative = "stationary", k =
trunc((length(var)-1)^(1/3)))
#---KPSS kpss.test(var, null = "Level", lshort = TRUE) kpss.test(var, null = "Trend", lshort = FALSE) }
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