Man pages for gnardin/stationarity
Time Series Stationarity Test

arch.testArch Test (AT) Stationarity Test
augmented.dickey.fuller.testAugmented Dickey-Fuller (ADF) Stationarity Test
bootstrap.testBootstrap Wavelet Packet Tests
bootwptos.testBootstrap Wavelet Packet Tests
breusch.godfrey.testBreusch-Godfrey (BG) Stationarity Test
breusch.pagan.testBreusch-Pagan (BP) Stationarity Test
cdw.testChli and De Wilde stability algorithm
changepoint.mean.testChange Point Mean Stationarity Test
changepoint.variance.testChange Point Variance Stationarity Test
cpm.testChange Point Stationarity Test
dickey.fuller.testDickey-Fuller (DF) Stationarity Test
elliot.rothenberg.stock.testElliot-Rothenberg-Stock (ERS) Stationarity Test
enders.testEnders sequential test procedure for unit roots
ERROR_EDouble Exponential error
ERROR_NNormal error
ERROR_TTriangle error
get.seedsSeed Generator
kolmogorov.smirnov.testKolmogorov-Smirnov stability algorithm
kwiatkowski.phillips.schmidt.shin.testKwiatkowski–Phillips–Schmidt–Shin (KPSS) Stationarity Test
ljung.box.testLjung-Box (LB) Stationarity Test
NONSTATIONARYNon-Stationary constant
phi1.critical.functionphi1 critical value
phi3.critical.functionphi3 critical value
phillips.perron.testPhillips-Perron (PP) Stationarity Test
priestley.subba.rao.testPriestley-Subba Rao (PSR) Stationarity Test
run.testRun Time Series Stationarity Test
schmidt.phillips.testSchmidt-Phillips (SP) Stationarity Test
sta.testSequential Testing Algorithm (STA)
STATIONARYStationary constant
STATIONARY_NONZERO_MEANStationary around non-zero mean
STATIONARY_TRENDStationary around trend
structure.change.testStructure Change (SC) Stationarity Test
tau.miu.critical.functionTau.miu critical value
tau.tau.critical.functionTau.tau critical value
ts.break.autocorrelationTime Series Data Generator with Break in the Autocorrelation
ts.break.meanTime Series Data Generator with Break in the Mean
ts.break.varianceTime Series Data Generator with Break in the Variance
ts.data.generatorTime Series Data Generator
ts.stationarityTime Series Data Generator with Normal Error Distribution
ts.trend.autocorrelationTime Series Data Generator with Autocorrelation Trend
ts.trend.meanTime Series Data Generator with Mean Trend
ts.trend.varianceTime Series Data Generator with Variance Trend
wavelet.testWavelet Stationarity Test
wwrun.testGrazzini stationarity test algorithm
zivot.andrews.testZivot-Andrews (ZA) Stationarity Test
gnardin/stationarity documentation built on Sept. 29, 2018, 9:06 a.m.