elliot.rothenberg.stock.test: Elliot-Rothenberg-Stock (ERS) Stationarity Test

Description Usage Arguments Value

Description

Elliot-Rothenberg-Stock stationarity test.

Usage

1

Arguments

data

Time series data

alpha

Value of alpha for the statistics test

Value

0: Non-Stationary, 1: Stationary, NA: Unable to test


gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.