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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
Browse package contents
Package details |
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| Author | Yichao Chen [aut], Chi Seng Pun [cre, aut] |
| Maintainer | Chi Seng Pun <cspun@ntu.edu.sg> |
| License | GPL-2 |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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