UnitStat: Performs Unit Root Test Statistics

A test to understand the stability of the underlying stochastic data. Helps the user’s understand whether the random variable under consideration is stationary or non-stationary without any manual interpretation of the results. It further ensures to check all the prerequisites and assumptions which are underlying the unit root test statistics and if the underlying data is found to be non-stationary in all the 4 lags the function diagnoses the input data and returns with an optimised solution on the same.

Package details

AuthorAnkita Sharma [aut, cre]
MaintainerAnkita Sharma <ankita.sh49@gmail.com>
LicenseGPL-3
Version1.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("UnitStat")

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UnitStat documentation built on June 18, 2021, 9:07 a.m.