unitroot_options

By default, a kpss test (via <code>feasts::unitroot_kpss()</code>) will be performed
for testing the required first order differences, and a test of the seasonal
strength (via <code>feasts::feat_stl()</code> seasonal_strength) being above the 0.64
threshold is used for determining seasonal required differences.

Provides a collection of commonly used univariate and multivariate
time series forecasting models including automatically selected exponential
smoothing (ETS) and autoregressive integrated moving average (ARIMA) models.
These models work within the 'fable' framework provided by the 'fabletools'
package, which provides the tools to evaluate, visualise, and combine models
in a workflow consistent with the tidyverse.

Mitchell O'Hara-Wild

fable

Forecasting Models for Tidy Time Series

Rob Hyndman

Earo Wang

Gabriel Caceres

Christoph Bergmeir

Tim-Gunnar Hensel

Timothy Hyndman

unitroot_options function

<dl><dt>ndiffs_alpha, nsdiffs_alpha</dt>
<dd>The level for the test specified in the <code>pval</code> functions. As long as <code>pval &lt; alpha</code>, differences will be added.</dd>
<dt>ndiffs_pvalue, nsdiffs_pvalue</dt>
<dd>A function (or lambda expression) that provides a p-value for the unit root test. As long as <code>pval &lt; alpha</code>, differences will be added.
For the function for the seasonal p-value, the seasonal period will be provided as the <code>.period</code> argument to this function.
A vector of data to test is available as <code>.</code> or <code>.x</code>.</dd></dl>

Arguments

Options for the unit root tests for order of integration — unitroot_options

<dl>

<dt>ndiffs_alpha, nsdiffs_alpha</dt>
<dd>The level for the test specified in the <code>pval</code> functions. As long as <code>pval &lt; alpha</code>, differences will be added.</dd>


<dt>ndiffs_pvalue, nsdiffs_pvalue</dt>
<dd>A function (or lambda expression) that provides a p-value for the unit root test. As long as <code>pval &lt; alpha</code>, differences will be added.
For the function for the seasonal p-value, the seasonal period will be provided as the <code>.period</code> argument to this function.
A vector of data to test is available as <code>.</code> or <code>.x</code>.</dd>

</dl>

unitroot_options: Options for the unit root tests for order of integration

Description

Usage

Value

Arguments