tests for non-stationarity
Jonathan Nott wrote:
Dear R list members, Please excuse my ignorance but as a new comer to R I was wondering if anyone knows of any functions in R or Splus that can test a time-series for non-stationarity such as the Pettitt or the Mann-Kendall tests. Kind regards, Jon Nott [[alternative HTML version deleted]]
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Install package tseries from CRAn and do library(help=tseries) Kjetil Halvorsen
Kjetil Halvorsen.
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