STFTS0.1.0 package

Statistical Tests for Functional Time Series

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.

  • Maintainer: Chi Seng Pun
  • License: GPL-2
  • Last published: 2021-08-19