Man pages for gnardin/stationarity
Time Series Stationarity Test
| arch.test | Arch Test (AT) Stationarity Test |
| augmented.dickey.fuller.test | Augmented Dickey-Fuller (ADF) Stationarity Test |
| bootstrap.test | Bootstrap Wavelet Packet Tests |
| bootwptos.test | Bootstrap Wavelet Packet Tests |
| breusch.godfrey.test | Breusch-Godfrey (BG) Stationarity Test |
| breusch.pagan.test | Breusch-Pagan (BP) Stationarity Test |
| cdw.test | Chli and De Wilde stability algorithm |
| changepoint.mean.test | Change Point Mean Stationarity Test |
| changepoint.variance.test | Change Point Variance Stationarity Test |
| cpm.test | Change Point Stationarity Test |
| dickey.fuller.test | Dickey-Fuller (DF) Stationarity Test |
| elliot.rothenberg.stock.test | Elliot-Rothenberg-Stock (ERS) Stationarity Test |
| enders.test | Enders sequential test procedure for unit roots |
| ERROR_E | Double Exponential error |
| ERROR_N | Normal error |
| ERROR_T | Triangle error |
| get.seeds | Seed Generator |
| kolmogorov.smirnov.test | Kolmogorov-Smirnov stability algorithm |
| kwiatkowski.phillips.schmidt.shin.test | Kwiatkowski–Phillips–Schmidt–Shin (KPSS) Stationarity Test |
| ljung.box.test | Ljung-Box (LB) Stationarity Test |
| NONSTATIONARY | Non-Stationary constant |
| phi1.critical.function | phi1 critical value |
| phi3.critical.function | phi3 critical value |
| phillips.perron.test | Phillips-Perron (PP) Stationarity Test |
| priestley.subba.rao.test | Priestley-Subba Rao (PSR) Stationarity Test |
| run.test | Run Time Series Stationarity Test |
| schmidt.phillips.test | Schmidt-Phillips (SP) Stationarity Test |
| sta.test | Sequential Testing Algorithm (STA) |
| STATIONARY | Stationary constant |
| STATIONARY_NONZERO_MEAN | Stationary around non-zero mean |
| STATIONARY_TREND | Stationary around trend |
| structure.change.test | Structure Change (SC) Stationarity Test |
| tau.miu.critical.function | Tau.miu critical value |
| tau.tau.critical.function | Tau.tau critical value |
| ts.break.autocorrelation | Time Series Data Generator with Break in the Autocorrelation |
| ts.break.mean | Time Series Data Generator with Break in the Mean |
| ts.break.variance | Time Series Data Generator with Break in the Variance |
| ts.data.generator | Time Series Data Generator |
| ts.stationarity | Time Series Data Generator with Normal Error Distribution |
| ts.trend.autocorrelation | Time Series Data Generator with Autocorrelation Trend |
| ts.trend.mean | Time Series Data Generator with Mean Trend |
| ts.trend.variance | Time Series Data Generator with Variance Trend |
| wavelet.test | Wavelet Stationarity Test |
| wwrun.test | Grazzini stationarity test algorithm |
| zivot.andrews.test | Zivot-Andrews (ZA) Stationarity Test |
