is.stationary function

Stationarity Check of AR Time Series

Check if AR coefficients correspond to stationarity.

is.stationary(phi.vect)

Arguments

• phi.vect: A vector of at least one AR coefficient.

Details

Stationarity check is performed via the simulation of an AR time series using the built-in function arima.sim.

Returns

logical

Author(s)

Grace Chiu

Note

This function is intended for internal use by bentcable.ar.

Examples

is.stationary(1) # F
  is.stationary(c(-.5,.2)) # T