Hi Luna, "tseries" package provides various stationarity and unit root tests including Augmented Dickey-Fuller, Phillips-Perron, and KPSS. Alternative implementations of the ADF and KPSS tests are in the "urca" package, which also includes further methods such as Elliott-Rothenberg-Stock, Schmidt-Phillips and Zivot-Andrews tests. The "fUnitRoots" package also provides the MacKinnon test. "CADFtest" provides implementations of both the standard ADF and a covariate-augmented ADF (CADF) test.
Thanks, Javed Pathan Chief Statistician Manthan Software Services Ltd, Bangalore India On Fri, Oct 30, 2009 at 1:39 PM, Liviu Andronic <landronim...@gmail.com>wrote: > On 10/30/09, Luna Laurent <luna.laurent....@gmail.com> wrote: > > Could anybody tell me how to test for stationarity in time series? > > > > http://www.rseek.org/?cx=010923144343702598753%3Aboaz1reyxd4&q=stationarity+time-series&sa=Search+functions%2C+lists%2C+and+more&cof=FORID%3A11 > > Liviu > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.