karakastarik/stationarityR: Automating time series stationarity tests

Automating time series stationarity tests. This package automates Kwiatkowski–Phillips–Schmidt–Shin (KPSS), Augmented Dickey–Fuller (ADF) and Phillips–Perron (PP) unit root tests by calculating every possible situation for lag length, type and significance level (1%, 2.5%, 5% and 10%) and saves the results as a dataframe.

install.packages("remotes")
remotes::install_github("karakastarik/stationarityR")