[R] Re: Testing for Stationarity of time series

[Adrian Trapletti]

> 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
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best
Adrian

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