structure.change.test: Structure Change (SC) Stationarity Test
In gnardin/stationarity: Time Series Stationarity Test
Description
Usage
Arguments
Value
Description
Strcuture Change stationarity test.
Usage
1
structure.change.test(data, alpha, type, window)
Arguments
data
Time series data
alpha
Value of alpha for the statistics test
type
Type of fluctuation process "ME", "OLS-CUSUM", "OLS-MOSUM"
window
Percent of time series size to use as window
Value
0: Non-Stationary, 1: Stationary, NA: Unable to test
gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.
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.
Description Usage Arguments Value
Description
Strcuture Change stationarity test.
Usage
1 | structure.change.test(data, alpha, type, window)
|
Arguments
data |
Time series data |
alpha |
Value of alpha for the statistics test |
type |
Type of fluctuation process "ME", "OLS-CUSUM", "OLS-MOSUM" |
window |
Percent of time series size to use as window |
Value
0: Non-Stationary, 1: Stationary, NA: Unable to 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.