STFTS: Statistical Tests for Functional Time Series
A collection of statistical hypothesis tests of functional time series. While it will include more tests when the related literature are enriched, this package contains the following key tests: functional stationarity test, functional trend stationarity test, functional unit root test, to name a few.
Version: |
0.1.0 |
Depends: |
R (≥ 2.10) |
Imports: |
e1071 |
Suggests: |
testthat (≥ 3.0.0) |
Published: |
2021-08-19 |
Author: |
Yichao Chen [aut],
Chi Seng Pun [cre, aut] |
Maintainer: |
Chi Seng Pun <cspun at ntu.edu.sg> |
License: |
GPL-2 |
NeedsCompilation: |
no |
Language: |
en-US |
Materials: |
NEWS |
In views: |
TimeSeries |
CRAN checks: |
STFTS results |
Documentation:
Downloads:
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