Created
July 14, 2022 12:12
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report_ndiffs <- function ( | |
x, | |
test = c("kpss", "adf", "pp"), | |
term = c("level", "trend"), | |
alpha = 0.05, | |
na_rm = TRUE | |
) { | |
# All possible tests and terms | |
ndiffs_tests <- purrr::cross(list(test = test, type = term)) | |
ndiffs_tests <- purrr::set_names( | |
x = ndiffs_tests, | |
nm = paste( | |
purrr::map_chr(ndiffs_tests, 1), | |
purrr::map_chr(ndiffs_tests, 2), | |
sep = "_" | |
) | |
) | |
# Nested for-loop | |
purrr::map( | |
.x = if (na_rm) {stats::na.omit(x)} else x, | |
.f = ~purrr::map( | |
.x = ndiffs_tests, | |
.f = function (y) { | |
forecast::ndiffs( | |
x = .x, | |
alpha = alpha, | |
test = y[[1]], | |
type = y[[2]] | |
) | |
} | |
) | |
) %>% | |
purrr::map_df(dplyr::bind_rows, .id = "variable") %>% | |
# Create column with most frequent value to differentiate | |
dplyr::rowwise() %>% | |
dplyr::mutate( | |
ndiffs = dplyr::c_across(!dplyr::any_of("variable")) %>% | |
table() %>% | |
sort(decreasing = TRUE) %>% | |
names() %>% | |
purrr::chuck(1) %>% | |
as.numeric() | |
) %>% | |
dplyr::ungroup() | |
} |
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