R: Options for the unit root tests for order of integration

unitroot_options {fable} | R Documentation

## Options for the unit root tests for order of integration

### Description

By default, a kpss test (via `feasts::unitroot_kpss()`) will be performed for testing the required first order differences, and a test of the seasonal strength (via `feasts::feat_stl()` seasonal_strength) being above the 0.64 threshold is used for determining seasonal required differences.

### Usage

    unitroot_options(
      ndiffs_alpha = 0.05,
      nsdiffs_alpha = 0.05,
      ndiffs_pvalue = ~feasts::unitroot_kpss(.)["kpss_pvalue"],
      nsdiffs_pvalue = ur_seasonal_strength(0.64)
    )

### Arguments

`ndiffs_alpha, nsdiffs_alpha` | The level for the test specified in the `pval` functions. As long as `pval < alpha`, differences will be added.
`ndiffs_pvalue, nsdiffs_pvalue` | A function (or lambda expression) that provides a p-value for the unit root test. As long as `pval < alpha`, differences will be added. For the function for the seasonal p-value, the seasonal period will be provided as the `.period` argument to this function. A vector of data to test is available as `.` or `.x`.

### Value

A list of parameters

[Package fable version 0.3.1 Index]