Simulate Time Series Diagnostics


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Documentation for package ‘sTSD’ version 0.2.0

Help Pages

adf_lag_select Identify Optimal Lag Order Selection for (Augmented) Dickey-Fuller Tests
exCopdab Dynamic Foreign Policy Behavior (COPDAB)
lag_suggests Suggested Lags for Your Time Series
money_demand Quarterly Money Demand in the United States
sadf_test Simulate a (Augmented) Dickey-Fuller Test to Assess Unit Root in a Time Series
sim_df_mod Simulate an Individual (Augmented) Dickey-Fuller Model
sim_ts Simulate a Time Series
skpss_test Simulate a KPSS Test to Assess Unit Root in a Time Series
spp_test Simulate a Phillips-Perron Test to Assess Unit Root in a Time Series
tbills Daily maturity rates for U.S. Treasury Bills
ur_summary Summarize Unit Root Test Simulations
USDICE Quarterly disposable income and personal consumption expenditures in the United States
USDSEK The USD/SEK Exchange Rate