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.
[Package Achilles version 1.7.2 Index]