isStationary: Determine whether or not a time series is stationary in the...

View source: R/isStationary.r

isStationaryR Documentation

Determine whether or not a time series is stationary in the mean

Description

Uses the Augmented Dickey-Fuller test to determine when the time series has a unit root.

Usage

isStationary(tsData)

Arguments

tsData

A time series object.

Details

A time series must have a minimum of three complete years of data. For details on the implementation of the Augmented Dickey-Fuller test, see the tseries package on cran.

Value

A boolean indicating whether or not the given time series is stationary.


Achilles documentation built on May 31, 2023, 8:57 p.m.