timothymodel/stationaritytestr: Quick estimation and interpretation of stationarity tests for time series data
This packages runs Ljung-Box, Box-Pierce, ADF, and KPSS tests on a time series to test for stationarity. It presents test statistics, p-values, information about the null hypothesis, and a quick interpretation of the results given the p-values.
Getting started
Browse package contents
Package details |
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| Author | Timothy A. Model |
| Maintainer | Timothy A. Model <tmodel@indiana.edu> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| URL | https://github.com/timothymodel/stationaritytestr |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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