Hello Stephen, stationarity tests as well as unit root tests have been implemented in a couple of packages. For instance, as already mentioned: tseries, but also uroot, fUnitRoots and urca. See the annotated task view "Econemtrics" and "Finance" for further information.
Best, Bernhard > >kpss.test in the tsereis package should do the trick > >On Jan 21, 2008 12:36 PM, stephen sefick <[EMAIL PROTECTED]> 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]] > >______________________________________________ >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. > ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ 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.
