test

Test residuals for stationarity and randomness

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <https://link.springer.com/book/10.1007/b97391>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

test function

<dl><dt>e</dt>
<dd>Time series data (typically residuals from <code>Resid</code>)</dd></dl>

Arguments

Test residuals for stationarity and randomness — test

<dl>

<dt>e</dt>
<dd>Time series data (typically residuals from <code>Resid</code>)</dd>

</dl>

test: Test residuals for stationarity and randomness

Description

Usage

Value

Arguments

Details

See Also

Examples