is.stationary: Stationarity Check of AR Time Series
In bentcableAR: Bent-Cable Regression for Independent Data or Autoregressive Time Series
is.stationary R Documentation
Stationarity Check of AR Time Series
Description
Check if AR coefficients correspond to stationarity.
Usage
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
is.stationary(1) # F
is.stationary(c(-.5,.2)) # T
bentcableAR documentation built on June 28, 2022, 5:05 p.m.
R Package Documentation
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| is.stationary | R Documentation |
Stationarity Check of AR Time Series
Description
Check if AR coefficients correspond to stationarity.
Usage
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
is.stationary(1) # F is.stationary(c(-.5,.2)) # T
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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