is.stationary: Stationarity Check of AR Time Series

Description Usage Arguments Details Value Note Author(s) Examples

View source: R/code.r

Description

Check if AR coefficients correspond to stationarity.

Usage

1
is.stationary(phi.vect)

Arguments

phi.vect

A vector of at least one AR coefficient.

Details

Stationarity check is performed via the simulation of an AR time series using the built-in R function arima.sim.

Value

logical

Note

This function is intended for internal use by bentcable.ar.

Author(s)

Grace Chiu

Examples

1
2
  is.stationary(1) # F
  is.stationary(c(-.5,.2)) # T

bentcableAR documentation built on May 2, 2019, 11:01 a.m.