nortsTest: Assessing Normality of Stationary Process
Despite that several tests for normality in stationary processes have been proposed
in the literature, consistent implementations of these tests in programming languages are limited.
Four normality test are implemented. The Lobato and Velasco's, Epps, Psaradakis and Vavra, and the
random projections tests for stationary process. Some other diagnostics such as, unit root test for
stationarity, seasonal tests for seasonality, and arch effect test for volatility; are also performed.
The package also offers residual diagnostic for linear time series models developed in several packages.
||R (≥ 3.5.0), methods
||forecast, nortest, ggplot2, gridExtra, tseries, uroot, MASS, zoo
||Asael Alonzo Matamoros [aut, cre],
Alicia Nieto-Reyes [aut],
Rob Hyndman [ctb],
Mitchell O'Hara-Wild [ctb],
Trapletti A. [ctb]
||Asael Alonzo Matamoros <asael.alonzo at gmail.com>
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