isStationary {Achilles}

R Documentation

Determine whether or not a time series is stationary in the mean

Description

Uses the Augmented Dickey-Fuller test to determine when the time series has a unit root.

Usage

isStationary(tsData)

Arguments

tsData

A time series object.

Details

A time series must have a minimum of three complete years of data. For details on the implementation of the Augmented Dickey-Fuller test, see the tseries package on cran.

Value

A boolean indicating whether or not the given time series is stationary.

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