library(tseries)

#test if y contains always unit-root
sum(sapply(c(1:1000), function(z){
  alpha = 0.02
  data = cumsum(rnorm(1000, mean = 2))
  res_adf = adf.test(data)$p.value
  res_kpss = kpss.test(data)$p.value
  if (res_adf < alpha) {
    plot(data, type = 'l', main = z)
    #print(res_adf)
    }
    return(res_adf < alpha)
    }))


generate_test_data_set <- function(with_unit_root = FALSE, n_lags=1, len = 200) {
  temp = 0.7*2/((1+n_lags)*n_lags)
  koef = sapply(c(1:n_lags), function(x)  return(temp*x))
  arima.sim(list(order = c(n_lags, as.numeric(with_unit_root), 0), ar = koef), n = len)
}

stationary.data <- generate_test_data_set(with_unit_root = FALSE)
plot(stationary.data)