■

単位根検定

library(tseries)
a <- PP.test(x)
b <- adf.test(x)
ave <- round(mean(x),digits=5)
std <- round(sd(x),digits=5)

a2 <- PP.test(z)
b2 <- adf.test(z)
ave2 <- round(mean(z),digits=5)
std2 <- round(sd(z),digits=5)

out <- paste(commandArgs()[5],ave,std,a$p.value,b$p.value)
out2 <- paste(commandArgs()[5],ave2,std2,a2$p.value,b2$p.value)

PP.test　Phillips–Perron Unit Root Test
adf.test (ライブラリが必要)　Augmented Dickey–Fuller Test