Statistical Tests for Functional Time Series


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Documentation for package ‘STFTS’ version 0.1.0

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dataset_bb Integrals of Squared Brownian Bridge
dataset_bm Integrals of Squared Brownian Motion
dataset_dbb Integrals of Squared De-meaned Brownian Bridge
dataset_sbb Integrals of Squared Second-level Brownian Bridge
default_kernel Default Kernel Function
est_eigenvalue Eigenvalues of An Estimated Long-run Covariance Function
fkpsst Functional KPSS Test
FKPSS_teststat Test Statistic in Functional KPSS Test
fst Functional Stationarity Test
FST_teststat_MN Test Statistic M_N in Functional Stationarity Test
FST_teststat_TN Test Statistic T_N in Functional Stationarity Test
furt Functional Unit Root Test
partial_sum Partial Sum