Time Series Analysis Package
Optional Arguments
You can also specify the following arguments, separated by commas. If you want to use a default value for any of these arguments, enter a space for it.
- dif
specifies an array of positive integers or a positive integer that is used for differencing. The default value is 0.
- d
specifies the order of unit root (d = 1, …, 12). If the type is SSM, then d = 1. The default value is 1.
- p
specifies the autoregressive order, where p must be a nonnegative integer. The default value is 5.
- 'type'
specifies the type of test statistic used.
You can specify the following values within single quotation marks:
- SSM
specifies the studentized test statistic for the single mean (intercept) case.
- STR
specifies the studentized test statistic for the deterministic time trend case.
- SZM
specifies the studentized test statistic for the zero mean (no intercept) case. This value is allowed only when d=1.
The default value of type is SZM.