## ----UnitStat, fig.width=8, message=FALSE, warning=FALSE---------------------- library(UnitStat) # Example 1 : A simple demostration on uniformly distributed data # y = runif(50,1,49) # UnitStat(y) # UnitStat(y,View_results = "T") #To view results at all lags #Example 2: How the code handles non-stationarity problem set.seed(1) a = 0.5 mu= 40 d = 0.5 n = 100 dt = 1 s = matrix(ncol = 1, nrow = n) s[1] = 40 ep = NULL pr = NULL for (i in 1:n){ pr[i] = runif(1,0.001,0.999) ep[i] = qnorm(pr[i],0,1) s[i+1] = (s[i]+ (a*(mu-s[i])*dt)+(d*sqrt(dt)*ep[i])) } t = 1:99 s1 = s[1:99] s2 = s1+t UnitStat(s2, View_results = "T")