[rkward-cvs] SF.net SVN: rkward: [1941] trunk/rkward/rkward/plugins/analysis/time_series

[sjar at users.sourceforge.net]

Revision: 1941
          http://rkward.svn.sourceforge.net/rkward/?rev=1941&view=rev
Author:   sjar
Date:     2007-08-05 04:15:48 -0700 (Sun, 05 Aug 2007)

Log Message:
-----------
new times-series test kpss

Added Paths:
-----------
    trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.php
    trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.rkh
    trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.xml

Added: trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.php
===================================================================
--- trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.php	                        (rev 0)
+++ trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.php	2007-08-05 11:15:48 UTC (rev 1941)
@@ -0,0 +1,42 @@
+<?
+function preprocess () { ?>
+require (tseries)
+<?
+}
+
+function calculate () {
+	$vars = "substitute (" . str_replace ("\n", "), substitute (", trim (getRK_val ("x"))) . ")";
+
+?>
+objects <- list (<? echo ($vars); ?>)
+results <- data.frame ('Variable Name'=rep (NA, length (objects)), check.names=FALSE)
+for (i in 1:length (objects)) {
+	results[i, 'Variable Name'] <- rk.get.description (objects[[i]], is.substitute=TRUE)
+	var <- eval (objects[[i]], envir=globalenv ())
+<?	if (getRK_val ("length")) { ?>
+	results[i, 'Length'] <- length (var)
+	results[i, 'NAs'] <- sum (is.na(var))
+
+<?	}
+	if (getRK_val ("narm")) { ?>
+	var <- var[!is.na (var)] 	# remove NAs
+<?	} ?>
+	try ({
+		test <- kpss.test (var, null = "<? getRK ("null"); ?>", lshort = <? getRK ("lshort"); ?>)
+		results[i, 'KPSS <? getRK ("null") ?>'] <- test$statistic
+		results[i, 'Truncation lag parameter'] <- test$parameter
+		results[i, 'p-value'] <- test$p.value
+	})
+}
+<?
+}
+
+function printout () {
+?>
+rk.header ("KPSS Test for Level Stationarity",
+	parameters=list ("null hypothesis", "<? getRK ("null"); ?>", "version of truncation lag parameter", "<? getRK ("lshort"); ?>"))
+
+rk.results (results)
+<?
+}
+?>


Property changes on: trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.php
___________________________________________________________________
Name: svn:executable
   + *

Added: trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.rkh
===================================================================
--- trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.rkh	                        (rev 0)
+++ trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.rkh	2007-08-05 11:15:48 UTC (rev 1941)
@@ -0,0 +1,25 @@
+<!DOCTYPE rkhelp>
+<document>
+	<summary>
+		This test computes the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test for the null hypothesis that x is level or trend stationary.
+	</summary>
+
+	<usage>
+		Select the data sets for which you want to perform the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test. For this test the samples need to be numeric vectors (see below for details).
+	</usage>
+
+	<settings>
+		<caption id="tab_variables"/>
+		<setting id="x">Select the data to be computed. The vectors need to be numeric, and can be of different length.</setting>
+		<setting id="null">Indicates the null hypothesis and must be one of "Level" (default) or "Trend".</setting>
+		<setting id="lshort">Defines whether the short or long version of the truncation lag parameter is used.</setting>
+		<caption id="tab_options"/>
+		<setting id="narm">Exclude missing values from calculation?</setting>
+		<setting id="length">Show the total length of the data, and the number of missing values (purely informational, does not affect the test)?</setting>
+	</settings>
+	<related>
+		<ul>
+			<li><link href="rkward://rhelp/kpss.test"/></li>
+		</ul>
+	</related>
+</document>

Added: trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.xml
===================================================================
--- trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.xml	                        (rev 0)
+++ trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.xml	2007-08-05 11:15:48 UTC (rev 1941)
@@ -0,0 +1,34 @@
+<!DOCTYPE rkplugin>
+
+
+<document>
+	<code file="kpss_test.php"/>
+	<help file="kpss_test.rkh"/>
+	
+	<dialog label="KPSS Test for Stationarity">
+		<tabbook>
+			<tab id="tab_variables" label="Basic settings">
+				<row>
+					<varselector id="vars"/>
+					<column>
+						<varslot type="numeric" id="x" multi="true" source="vars" required="true" label="variable(s):"/>
+						<radio id="null" label="null hypothesis">
+							<option label="Level" value="Level"/>
+							<option label="Trend" value="Trend"/>
+						</radio>
+						<radio id="lshort" label="version of truncation lag parameter">
+							<option label="short" value="TRUE"/>
+							<option label="long" value="FALSE"/>
+						</radio>
+					</column>
+				</row>
+			</tab>
+			<tab id="tab_options" label="Options">
+				<checkbox id="narm" checked="false" value="1" value_unchecked="0" label="Exclude missing values" />
+				<checkbox id="length" checked="true" value="1" value_unchecked="0" label="Show Length and NAs" />
+				<stretch/>
+			</tab>
+		</tabbook>
+	</dialog>
+	
+</document>


Property changes on: trunk/rkward/rkward/plugins/analysis/time_series/kpss_test.xml
___________________________________________________________________
Name: svn:executable
   + *


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