isStationary: Determine whether or not a time series is stationary in the...
In OHDSI/Achilles: Achilles Data Source Characterization
isStationary R Documentation
Determine whether or not a time series is stationary in the mean
Description
Uses the Augmented Dickey-Fuller test to determine when the time series has a unit root.
Usage
isStationary(tsData)
Arguments
tsData
A time series object.
Details
A time series must have a minimum of three complete years of data.
For details on the implementation of the Augmented Dickey-Fuller test,
see the tseries package on cran.
Value
A boolean indicating whether or not the given time series is stationary.
OHDSI/Achilles documentation built on Oct. 13, 2023, 7:45 a.m.
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| isStationary | R Documentation |
Determine whether or not a time series is stationary in the mean
Description
Uses the Augmented Dickey-Fuller test to determine when the time series has a unit root.
Usage
isStationary(tsData)
Arguments
tsData |
A time series object. |
Details
A time series must have a minimum of three complete years of data. For details on the implementation of the Augmented Dickey-Fuller test, see the tseries package on cran.
Value
A boolean indicating whether or not the given time series is stationary.
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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