Provides information on whether the null hypothesis of a unit root is rejected against the alternative of explosive behaviour for each series in a dataset.
diagnostics(object, cv = NULL, ...)
# S3 method for radf_obj
diagnostics(object, cv = NULL, option = c("gsadf", "sadf"), ...)An object of class obj.
An object of class cv.
Further arguments passed to methods.
Whether to apply the "gsadf" or "sadf" methodology (default = "gsadf").
Returns a list with the series that reject (positive) and the series that do not reject (negative) the null hypothesis, and at what significance level.
Diagnostics also stores a vector whose elements take the value of 1 when there is a period of explosive behaviour and 0 otherwise.
rsim_data <- radf(sim_data)
diagnostics(rsim_data)
#> Using `radf_crit` for `cv`.
#>
#> ── Diagnostics (option = gsadf) ───────────────────────────────── Monte Carlo ──
#>
#> psy1: Rejects H0 at the 1% significance level
#> psy2: Rejects H0 at the 1% significance level
#> evans: Rejects H0 at the 1% significance level
#> div: Cannot reject H0
#> blan: Rejects H0 at the 1% significance level
#>
diagnostics(rsim_data, option = "sadf")
#> Using `radf_crit` for `cv`.
#>
#> ── Diagnostics (option = sadf) ────────────────────────────────── Monte Carlo ──
#>
#> psy1: Rejects H0 at the 1% significance level
#> psy2: Rejects H0 at the 1% significance level
#> evans: Rejects H0 at the 1% significance level
#> div: Rejects H0 at the 10% significance level
#> blan: Rejects H0 at the 1% significance level
#>