Description Usage Arguments Value
Computes the stationarityy using tseries::adf.test of several windows of the original data
1 | adf.testWindow(data, stepSize, windowSize)
|
data |
The time series data |
stepSize |
The about of elements to jump after each window |
windowSize |
The size of each window being sampled |
A vector of the computed values for each window returned from the adf.test function
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