Nothing
#' 'Assessing Normality of Stationary Process.'
#'
#' @docType package
#' @name nortsTest-package
#' @aliases nortsTest
#'
#' @description
#' Despite that several tests for normality in stationary processes have been proposed
#' in the literature, consistent implementations of these tests in programming languages
#' are limited. Four normality test are implemented. The Lobato and Velasco's, Epps,
#' Psaradakis and Vavra, and the random projections tests for stationary process.
#' Some other diagnostics such as, unit root test for stationarity, seasonal tests for
#' seasonality, and arch effect test for volatility; are also performed. The package also
#' offers residual diagnostic for linear time series models developed in several packages.
#'
#' @details
#' We present four main functions, for testing the hypothesis of
#' normality in stationary process, the \code{epps.test}, \code{lobato.test},
#' \code{rp.test}, and \code{varvra.test}. Additionally, we provide functions
#' for unit root, seasonality and ARCH effects tests for stationary, and other additional
#' methods for visual checks using the \pkg{ggplot2} and \pkg{forecast} packages.
#'
#' @import methods ggplot2 gridExtra forecast nortest stats tseries uroot MASS
#'
#'
#' @references
#' Epps, T.W. (1987). Testing that a stationary time series is Gaussian. \emph{The
#' Annals of Statistic}. 15(4), 1683-1698.\url{https://projecteuclid.org/euclid.aos/1176350618}.
#'
#' Lobato, I., & Velasco, C. (2004). A simple test of normality in time series.
#' \emph{Journal of econometric theory}. 20(4), 671-689.
#' \code{doi:https://doi.org/10.1017/S0266466604204030}.
#'
#' Psaradakis, Z. & Vavra, M. (2017). A distance test of normality for a wide class
#' of stationary process. \emph{Journal of Econometrics and Statistics}. 2, 50-60.
#' \code{doi:https://doi.org/10.1016/j.ecosta.2016.11.005}
#'
#' Nieto-Reyes, A., Cuesta-Albertos, J. & Gamboa, F. (2014). A random-projection
#' based test of Gaussianity for stationary processes. \emph{Computational
#' Statistics & Data Analysis, Elsevier}, vol. 75(C), pages 124-141.
#'
#' Hyndman, R. & Khandakar, Y. (2008). Automatic time series forecasting: the
#' forecast package for \code{R}. \emph{Journal of Statistical Software}. 26(3),
#' 1-22.\code{doi: 10.18637/jss.v027.i03}.
#'
#' Wickham, H. (2008). ggplot2: Elegant Graphics for Data Analysis.
#' \emph{Springer-Verlag New York}.
#'
NULL
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.