Subject: [R] Testing for Stationarity of time series Date: Thu, 17 Apr 2003 15:52:43 +0100 From: Wayne Jones <JonesW at kssg.com> To: "'r-help at stat.math.ethz.ch'" <r-help at stat.math.ethz.ch> Hi there, Does anyone know if R has a function for testing whether a time series is stationary??
kpss.test related tests are pp.test and adf.test all from tseries
Thanks in advance, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd A division of Knowledge Support Systems Group plc Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England Company Registration Number 2800886 (Limited) 3449594 (plc) Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305 mailto:kssg at kssg.com http://www.kssg.com The information in this Internet email is confidential and may b... {{dropped}}
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