JieGroup/stationarity: Test the Stationarity of Time Series
It uses the multitaper method to estimate spectrum and construct hypothesis tests for the null hypothesis that a given time series is stationary. The test is based on either two-way ANOVA or Rank-based nonparametric test.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | GPL-3 |
| Version | 0.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
