Description Usage Arguments Value
Change Point variance changes stationarity test.
1 | changepoint.variance.test(data, alpha, penalty, method)
|
data |
Time series data |
alpha |
Value of alpha for the statistics test |
penalty |
"None", "SIC", "BIC", "MBIC", AIC", "Hannan-Quinn", "Asymptotic", "Manual" and "CROPS" penalties. |
method |
"AMOC", "PELT", "SegNeigh" or "BinSeg" |
0: Non-Stationary, 1: Stationary, NA: Unable to test
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