Recursive Augmented Dickey-Fuller

Tidy a radf_cv object

tidy.radf_cv

tidy(x, format = c("wide", "long"), ...)

Summarizes the information in a radf_cv object.

Arguments

x	An object of class `radf_cv`.
format	Long or wide format (default = "wide").
...	Further arguments passed to methods. Not used.

Value

A tibble::tibble()

id: The series names.
sig: The significance level.
name: The name of the series (when format is "long").
crit: The critical value (when format is "long").

Examples

These examples are copied from the package's own documentation and are run by R CMD check on every release. The printed output (after #>) and the plots were produced by running them against the current package source.

mc <- radf_mc_cv(100)

# Get the critical values
tidy(mc)
#> # A tibble: 3 × 4
#>   sig       adf  sadf gsadf
#>   <fct>   <dbl> <dbl> <dbl>
#> 1 90    -0.411  0.996  1.68
#> 2 95    -0.0711 1.33   1.97
#> 3 99     0.746  1.95   2.51

# Get the critical value sequences
augment(mc)
#> # A tibble: 243 × 4
#>      key sig    badf   bsadf
#>    <int> <fct> <dbl>   <dbl>
#>  1    20 90    -0.44 -0.393 
#>  2    20 95    -0.08 -0.0632
#>  3    20 99     0.6   0.815 
#>  4    21 90    -0.44 -0.260 
#>  5    21 95    -0.08  0.176 
#>  6    21 99     0.6   0.844 
#>  7    22 90    -0.44 -0.123 
#>  8    22 95    -0.08  0.284 
#>  9    22 99     0.6   0.972 
#> 10    23 90    -0.44 -0.0276
#> # ℹ 233 more rows