stationarity_test {BRVM} | R Documentation |
Stationarity test with univariate data
Description
Performs different types of stationarity test.
Usage
stationarity_test(x, type.test)
Arguments
x |
a numeric vector or time series. |
type.test |
character such as "Box-Pierce and Ljung-Box","Kwiatkowski-Phillips-Schmidt-Shin (KPSS)", "Augmented Dickey-Fuller Test (ADF)", "Phillips-Perron Unit Root Test" |
Value
a number that indicates the P-value of the stationarity test
Author(s)
Koffi Frederic SESSIE
See Also
normality_test
Other Test:
normality_test()
Other BRVM:
BRVM.index()
,
BRVM_cap()
,
BRVM_company_cap()
,
BRVM_company_rank()
,
BRVM_company_url()
,
BRVM_index_stock()
,
BRVM_index()
,
BRVM_market_activity()
,
BRVM_plot()
,
BRVM_stock_market()
,
BRVM_ticker_desc()
,
BRVM_traded_val()
,
company_cap()
,
company_country()
,
company_nbrank()
,
company_sector()
,
company_traded_val()
,
normality_test()
Examples
library(tseries)
# one and a half week stock index
# data including a weekend
y <-ts(c(5353.08,5409.24,5315.57,5270.53, 5211.66,NA,NA,5160.80,5172.37,5160.80,5172.37))
stationarity_test(y, "Box-Pierce and Ljung-Box")
[Package BRVM version 5.3.0 Index]