UComp (version 4.0.1)

tests: tests

Description

Tests on a time series

Usage

tests(
  y,
  parts = 1/3,
  nCoef = min(25, length(x)/4),
  nPar = 0,
  s = frequency(y),
  avoid = 16
)

Arguments

y

a vector, ts or tsibble object

parts

proportion of sample to include in ratio of variances test

nCoef

number of autocorrelation coefficients to estimate

nPar

number of parameters in a model if y is a residual

s

seasonal period, number of observations per year

avoid

number of observations to avoid at beginning of sample to eliminate initial effects

Author

Diego J. Pedregal

Details

Multiple tests on a time series, including summary statistics, autocorrelation, Gaussianity and heteroskedasticity,

See Also

colMedians, rowMedians, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, slide, plotSlide, Accuracy, tsDisplay, size

Examples

tests(AirPassengers)