series_stationarity {AriGaMyANNSVR} | R Documentation |
Stationarity Tests Of A Series
Description
Provides a list of three data frames: 'ADF', 'PP', 'KPSS'. Also indicates whether the data is stationary or not according to the null hypothesis of the corresponding tests.
Usage
series_stationarity(Y)
Arguments
Y |
Univariate time series |
Value
stationarity_table - List of three data frames: 'ADF', 'PP', 'KPSS'
References
Garai, S., & Paul, R. K. (2023). Development of MCS based-ensemble models using CEEMDAN decomposition and machine intelligence. Intelligent Systems with Applications, 18, 200202.
Garai, S., Paul, R. K., Rakshit, D., Yeasin, M., Paul, A. K., Roy, H. S., Barman, S. & Manjunatha, B. (2023). An MRA Based MLR Model for Forecasting Indian svrual Rainfall Using Large Scale Climate Indices. International Journal of Environment and Climate Change, 13(5), 137-150.
Examples
Y <- rnorm(100, 100, 10)
result <- series_stationarity(Y)
[Package AriGaMyANNSVR version 0.1.0 Index]