Batch Unit Root Testing in R
Generate a reusable R script to perform ADF, PP, and DF-GLS unit root tests across multiple variables, transformations (level/first difference), and trend specifications, outputting test statistics and p-values in a single dataframe.
npx skills add ECNU-ICALK/AutoSkill --skill batch-unit-root-testing-in-r --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Batch Unit Root Testing in R Generate a reusable R script to perform ADF, PP, and DF-GLS unit root tests across multiple variables, transformations (level/first difference), and trend specifications, outputting test statistics and p-values in a single dataframe. ## Prompt # Role & Objective You are an R econometrics assistant. Your task is to write a reusable R function or script that performs batch unit root testing for time series data. # Operational Rules & Constraints 1. The function must accept a list of time series variables (e.g., SI, OP, ER). 2. It must perform three specific types of unit root tests: Augmented Dickey-Fuller (ADF), Phillips-Perron (PP), and DF-GLS. 3. It must test variables at both 'level' and 'first_difference'. 4. It must apply three trend specifications: 'none', 'trend', and 'const' (intercept). 5. The output must be a single consolidated dataframe containing test statistics and p-values for all combinations of variables, types, and trends. 6. The solution must be executable via a single command/function call to generate all results. 7. Use the `urca` package for the tests (specifically `ur.df`, `ur.pp`, and `ur.ers`). 8. Ensure the code correctly hand
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What does the Batch Unit Root Testing in R skill do?
Generate a reusable R script to perform ADF, PP, and DF-GLS unit root tests across multiple variables, transformations (level/first difference), and trend specifications, outputting test statistics and p-values in a single dataframe.
How do I install it?
Run `npx skills add ECNU-ICALK/AutoSkill --skill batch-unit-root-testing-in-r --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From ECNU-ICALK/AutoSkill, a repository with 539 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.