tests: tests

In UComp: Automatic Univariate Time Series Modelling of many Kinds

tests

Description

Tests on a time series

Usage

tests(
  y,
  parts = 1/3,
  nCoef = min(25, length(x)/4),
  nPar = 0,
  s = frequency(y),
  avoid = 16
)

Arguments

y	a vector, ts or tsibble object
parts	proportion of sample to include in ratio of variances test
nCoef	number of autocorrelation coefficients to estimate
nPar	number of parameters in a model if y is a residual
s	seasonal period, number of observations per year
avoid	number of observations to avoid at beginning of sample to eliminate initial effects

Details

Multiple tests on a time series, including summary statistics, autocorrelation, Gaussianity and heteroskedasticity,

Author(s)

Diego J. Pedregal

See Also

colMedians, rowMedians, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, slide, plotSlide, Accuracy, tsDisplay, size

Examples

tests(AirPassengers)

UComp documentation built on Aug. 8, 2025, 7:17 p.m.