tests function

tests

Tests on a time series

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

Details

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

Examples

tests(AirPassengers)

See Also

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

Author(s)

Diego J. Pedregal