update

R/assert.R

@@ -1,10 +1,22 @@
-#Assert function
-assert <- function(model,lag) {
+#Assert lag
+assert_lag <- function(lag) {
   if (lag>20 || typeof(lag) != "double") {
-    stop("Lag value can not be greater than 20 and it must be integer.")
+    stop("lag value can not be greater than 20 and it must be integer.")
   }
-
+}
+
+#Assert model
+assert_model <- function(model) {
   if (as.character(model$call[[1]])!="lm") {
     stop("model must be lm(y ~ x) object.")
   }
-}
+}
+
+#Assert difference
+assert_difference <- function(difference) {
+  if (typeof(difference) != "double" || difference < 1) {
+    stop("difference value must be integer and greater than 1.")
+  }
+}
+
+

R/df_diff.R

@@ -0,0 +1,7 @@
+#Take difference of the model data
+
+df_diff <- function(model,diff_value){
+  df <-data.frame(diff(as.matrix(model$model),differences = diff_value))
+  print(paste0("Unit root tests results prepared for difference: ",diff_value))
+  return(df)
+}

R/summary-adf.R

@@ -9,13 +9,16 @@
 #' @examples
 #' summary_adf(ts_model,10)
 
-summary_adf <- function(model,lag) {
+summary_adf <- function(model,lag=5,difference=NA) {
 
-  if (lag>20) {
-    stop("Lag can not be greater than 20.")
-  }
+  assert_lag(lag)
+  assert_model(model)
 
-  variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
+  if (!is.na(difference)) {
+    variables <- df_diff(model,difference)
+  } else {
+    variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
+  }
 
   adf_type <- c("none","drift","trend")
   adf = list()

R/summary-all.R

@@ -9,13 +9,18 @@
 #' @examples
 #' summary_all(ts_model,10)
 
-summary_all <- function(model,lag) {
+summary_all <- function(model,lag,difference=NA) {
 
-  if (lag>20) {
-    stop("Lag can not be greater than 20.")
+  assert_lag(lag)
+  assert_model(model)
+
+  if (!is.na(difference)) {
+    variables <- df_diff(model,difference)
+  } else {
+    variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
   }
+
   kpss_type <-c("mu","tau")
-  variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
 
   #loop for kpss
   kpss = list()

R/summary-kpss.R

@@ -1,4 +1,3 @@
-
 #' @title KPSS Test result.
 #'
 #' @description
@@ -10,18 +9,16 @@
 #' @examples
 #' summary_kpss(ts_model,10)
 
-summary_kpss <- function(model,lag) {
+summary_kpss <- function(model,lag=5,difference=NA) {
 
-  # if (lag>20 || typeof(lag) != "double") {
-  #   stop("Lag value can not be greater than 20 and it must be integer.")
-  # }
-  # 
-  # if (as.character(model$call[[1]])!="lm") {
-  #   stop("model must be lm(y ~ x) object.")
-  # }
-  assert(model,lag)
+  assert_lag(lag)
+  assert_model(model)
 
-  variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
+  if (!is.na(difference)) {
+    variables <- df_diff(model,difference)
+  } else {
+    variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
+  }
 
   kpss_type <-c("mu","tau")
   kpss = list()

R/summary-pp.R

@@ -9,13 +9,16 @@
 #' @examples
 #' summary_pp(ts_model,10)
 
-summary_pp <- function(model,lag) {
+summary_pp <- function(model,lag=5,difference=NA) {
 
-  if (lag>20) {
-    stop("Lag can not be greater than 20.")
-  }
+  assert_lag(lag)
+  assert_model(model)
 
-  variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
+  if (!is.na(difference)) {
+    variables <- df_diff(model,difference)
+  } else {
+    variables <-c(as.data.frame(model$model),as.data.frame(model$residuals)) %>% as.data.frame()
+  }
 
   pp_type <- c("constant","trend")
   pp = list()