sta.test: Sequential Testing Algorithm (STA)
In gnardin/stationarity: Time Series Stationarity Test
Description
Usage
Arguments
Value
Description
Sequential testing algorithm for stationarity testing.
Usage
1
Arguments
data
Time series data
alpha
Value of alpha for the statistics test
window
Structural change window size proportion (0 - 1)
Value
ERS, BG, AT, SC, Total results (0: Non-Stationary, 1: Stationary,
NA: Not used test)
gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.
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Description Usage Arguments Value
Description
Sequential testing algorithm for stationarity testing.
Usage
1 |
Arguments
data |
Time series data |
alpha |
Value of alpha for the statistics test |
window |
Structural change window size proportion (0 - 1) |
Value
ERS, BG, AT, SC, Total results (0: Non-Stationary, 1: Stationary, NA: Not used test)
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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