[R] tests for non-stationarity
Kjetil Brinchmann Halvorsen
kjetil at acelerate.com
Sat Sep 4 15:04:50 CEST 2004
Jonathan Nott wrote:
>Dear R list members,
>
>Please excuse my ignorance but as a new comer to R I was wondering if anyone knows of any functions in R or Splus that can test a time-series for non-stationarity such as the Pettitt or the Mann-Kendall tests.
>
>Kind regards,
>
>Jon Nott
> [[alternative HTML version deleted]]
>
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Install package tseries from CRAn and do
library(help=tseries)
Kjetil Halvorsen
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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