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exuber

Recursive Augmented Dickey-Fuller

Augment a radf_obj object

augment.radf_obj
augment(x, format = c("wide", "long"), panel = FALSE, trunc = TRUE, ...)

Returns the full test-statistic sequences (badf, bsadf) of a radf_obj, one row per observation; see tidy.radf_obj for the scalar statistics.

Arguments

x An object of class radf_obj.
format Long or wide format (default = "wide").
panel If TRUE then returns the panel statistics
trunc Whether to remove the period of the minimum window from the plot (default = TRUE).
... Further arguments passed to methods. Not used.

Value

A tibble::tibble()