isStationary: Determine whether or not a time series is stationary in the...
In OHDSI/Castor: Characterization and Analysis of Statistical Time series comprised Of Real-world data
Description
Usage
Arguments
Details
Value
Description
Uses the Augmented Dickey-Fuller test to determine when the time series has a unit root.
Usage
1
tsData.isStationary <- 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/Castor documentation built on March 20, 2021, 6:09 p.m.
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Description Usage Arguments Details Value
Description
Uses the Augmented Dickey-Fuller test to determine when the time series has a unit root.
Usage
1 | tsData.isStationary <- 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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