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 |
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