Recursive Augmented Dickey-Fuller
Tidy a radf_distr object
tidy.radf_distr tidy(x, ...) Summarizes the information in a radf_distr object.
Arguments
| x | An object of class radf_distr. |
| ... | Further arguments passed to methods. Not used. |
Value
A tibble::tibble()
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.
mdist <- radf_mc_distr(n = 100, nrep = 1000)
tidy(mdist)
#> # A tibble: 1,000 × 3
#> adf sadf gsadf
#> <dbl> <dbl> <dbl>
#> 1 -2.17 -1.05 1.03
#> 2 -0.234 0.250 1.61
#> 3 -1.70 -0.735 0.392
#> 4 -0.653 -0.653 0.684
#> 5 -1.73 0.232 0.232
#> 6 -1.75 0.0868 0.375
#> 7 -2.55 -0.736 -0.0574
#> 8 -1.43 1.22 1.22
#> 9 -0.540 0.820 2.04
#> 10 -2.54 -0.452 0.0376
#> # ℹ 990 more rows
# Plot the resulting statistic distributions
autoplot(mdist)
exuber