trait UnitRoot(val testName: String, val nobs: Int, val validTrends: VectorS, var lagsType: String, var lags: Int, var trend: String)
The UnitRoot trait provides a common framework for various unit root testers for Time Series Stationarity. This code is translated from the C++ code found in
Value parameters
lags
the number of lags to use
lagsType
default lags value long or short time-series
nobs
the number of observations (length of time-series)
testName
the name of test, e.g., KPSS
trend
type of trend to test for
validTrends
vector of test valid trends types, e.g., constant, linear trend