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.


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Reference manual

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install.packages("STFTS")

0.1.0 by Chi Seng Pun, 2 months ago


Browse source code at https://github.com/cran/STFTS


Authors: Yichao Chen [aut] , Chi Seng Pun [cre, aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-2 license


Imports e1071

Suggests testthat


See at CRAN