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.
