ppp: Exchange rates with respect to US over the period of January...
In JieGroup/stationarity: Test the Stationarity of Time Series
Description
Usage
Format
References
Examples
Description
Data used in the experimental study in reference
Usage
1
Format
A data frame with 576 rows and 5 variables:
- china
exchange rates of China
- canada
exchange rates of Canada
- uk
exchange rates of UK
- germany
exchange rates of Germany
- japan
exchange rates of Japan
References
Y. Xiang, J. Ding, V. Tarokh, “Evolutionary Spectra Based on the
Multitaper Method with Application to Stationarity Test,”
IEEE Transactions on Signal Processing, 2018
Examples
1
2
data(ppp)
isStationary <- stationarityTest(ppp$uk)
JieGroup/stationarity documentation built on June 3, 2019, 6:14 p.m.
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Description Usage Format References Examples
Description
Data used in the experimental study in reference
Usage
1 |
Format
A data frame with 576 rows and 5 variables:
- china
exchange rates of China
- canada
exchange rates of Canada
- uk
exchange rates of UK
- germany
exchange rates of Germany
- japan
exchange rates of Japan
References
Y. Xiang, J. Ding, V. Tarokh, “Evolutionary Spectra Based on the Multitaper Method with Application to Stationarity Test,” IEEE Transactions on Signal Processing, 2018
Examples
1 2 | data(ppp)
isStationary <- stationarityTest(ppp$uk)
|
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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