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()
exuber