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

Package details

AuthorTimothy A. Model
MaintainerTimothy A. Model <tmodel@indiana.edu>
LicenseGPL (>= 2)
URL https://github.com/timothymodel/stationaritytestr
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
timothymodel/stationaritytestr documentation built on May 15, 2019, 10:41 p.m.