series_stationarity: Stationarity Tests Of A Series

In AriGaMyANNSVR: Hybrid ARIMA-GARCH and Two Specially Designed ML-Based Models

Stationarity Tests Of A Series

Description

Provides a list of three data frames: 'ADF', 'PP', 'KPSS'. Also indicates whether the data is stationary or not according to the null hypothesis of the corresponding tests.

Usage

series_stationarity(Y)

Arguments

Y	Univariate time series

Value

• stationarity_table - List of three data frames: 'ADF', 'PP', 'KPSS'

References

• Garai, S., & Paul, R. K. (2023). Development of MCS based-ensemble models using CEEMDAN decomposition and machine intelligence. Intelligent Systems with Applications, 18, 200202.

• Garai, S., Paul, R. K., Rakshit, D., Yeasin, M., Paul, A. K., Roy, H. S., Barman, S. & Manjunatha, B. (2023). An MRA Based MLR Model for Forecasting Indian svrual Rainfall Using Large Scale Climate Indices. International Journal of Environment and Climate Change, 13(5), 137-150.

Examples

Y <- rnorm(100, 100, 10)
result <- series_stationarity(Y)

AriGaMyANNSVR documentation built on April 14, 2023, 12:36 a.m.