STFTS: Statistical Tests for Functional Time Series (original) (raw)
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 |
| DOI: | 10.32614/CRAN.package.STFTS |
| Author: | Yichao Chen [aut], Chi Seng Pun [cre, aut] |
| Maintainer: | Chi Seng Pun |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | STFTS results |
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