[R] Re: Testing for Stationarity of time series

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From: Adrian Trapletti (adrian.trapletti@lmttrading.com)
Date: Mon 28 Apr 2003 - 18:01:55 EST


Message-id: <3EACDFF3.F6B7DAC@lmttrading.com>


> Subject: [R] Testing for Stationarity of time series
> Date: Thu, 17 Apr 2003 15:52:43 +0100
> From: Wayne Jones <JonesW@kssg.com>
> To: "'r-help@stat.math.ethz.ch'" <r-help@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
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>
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>
> The information in this Internet email is confidential and may b... {{dropped}}

best
Adrian

--
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