Does anyone know of a test for stationarity of a time series, or like all ordination techniques it is a qualitative assessment of a quantitative result. Books, papers, etc. suggestions welcome. thanks Stephen -- Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis
kpss.test in the tsereis package should do the trick On Jan 21, 2008 12:36 PM, stephen sefick <ssefick@gmail.com> wrote:> Does anyone know of a test for stationarity of a time series, or like > all ordination techniques it is a qualitative assessment of a > quantitative result. Books, papers, etc. suggestions welcome. > thanks > > Stephen > > -- > Let's not spend our time and resources thinking about things that are > so little or so large that all they really do for us is puff us up and > make us feel like gods. We are mammals, and have not exhausted the > annoying little problems of being mammals. > > -K. Mullis > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]
stephen, there are numerous tests. most widely used are adf test and pp test, both of which can be implemented in R. On Jan 21, 2008 2:36 PM, stephen sefick <ssefick at gmail.com> wrote:> Does anyone know of a test for stationarity of a time series, or like > all ordination techniques it is a qualitative assessment of a > quantitative result. Books, papers, etc. suggestions welcome. > thanks > > Stephen > > -- > Let's not spend our time and resources thinking about things that are > so little or so large that all they really do for us is puff us up and > make us feel like gods. We are mammals, and have not exhausted the > annoying little problems of being mammals. > > -K. Mullis > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- ==============================WenSui Liu Statistical Project Manager ChoicePoint Precision Marketing (http://spaces.msn.com/statcompute/blog)
On Monday 21 January 2008 08:36:13 pm stephen sefick wrote: ss> Does anyone know of a test for stationarity of a time series, or like ss> all ordination techniques it is a qualitative assessment of a ss> quantitative result. Books, papers, etc. suggestions welcome. I recommend the Walter Enders Applied Econometric Time Series Book. Stefan
Dickey Fuller test -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of stephen sefick Sent: Tuesday, January 22, 2008 1:06 AM To: r-help at r-project.org Subject: [R] Stationarity of a Time Series Does anyone know of a test for stationarity of a time series, or like all ordination techniques it is a qualitative assessment of a quantitative result. Books, papers, etc. suggestions welcome. thanks Stephen -- Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.