Automatically determine differencing order via KPSS
Usage
auto_diff(ts, t.seg = 0.5, d_max = 2, verbose = TRUE)
Arguments
- ts
A `ts` object.
- t.seg
Segment duration.
- d_max
Maximum differencing order.
- verbose
Whether to print messages.
Value
A list with selected order, differenced output, and KPSS p-values.