STFTS: Statistical Tests for Functional Time Series

A collection of statistical hypothesis tests of functional time series. While it will include more tests when the related literature are enriched, this package contains the following key tests: functional stationarity test, functional trend stationarity test, functional unit root test, to name a few.

Getting started

Package details

AuthorYichao Chen [aut], Chi Seng Pun [cre, aut]
MaintainerChi Seng Pun <>
Package repositoryView on CRAN
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STFTS documentation built on Aug. 19, 2021, 9:06 a.m.