wwrun.test: Grazzini stationarity test algorithm
In gnardin/stationarity: Time Series Stationarity Test
Description
Usage
Arguments
Value
Description
Procedure to test for time series stationarity described in
Granzzini, J. (2012) Analysis of the emergent properties: Stationarity
and ergodicity, JASSS, 15:(2).
Usage
1
wwrun.test(data, alpha, window)
Arguments
data
Time series data
alpha
Value of alpha for the statistics test
window
Size of the window to perform the test
Value
0: Non-Stationary, 1: Stationary
gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.
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Description Usage Arguments Value
Description
Procedure to test for time series stationarity described in Granzzini, J. (2012) Analysis of the emergent properties: Stationarity and ergodicity, JASSS, 15:(2).
Usage
1 | wwrun.test(data, alpha, window)
|
Arguments
data |
Time series data |
alpha |
Value of alpha for the statistics test |
window |
Size of the window to perform the test |
Value
0: Non-Stationary, 1: Stationary
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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