Assessing Normality of Stationary Process
Computes El Bouch, et al.'s z statistic.
Computes El Bouch, et al.'s test for normality of multivariate depende...
The Sieve Bootstrap Epps and Pulley test for normality.
Estimates the Epps statistic.
The asymptotic Epps and Pulley Test for normality.
acf plot.
Histogram with optional normal density functions.
qqplot with normal qqline
pacf plot.
The Sieve Bootstrap Jarque-Bera test for normality.
The Lagrange Multiplier test for arch effect.
The Sieve Bootstrap Lobato and Velasco's Test for normality.
Computes the Lobato and Velasco statistic.
The asymptotic Lobato and Velasco's Test for normality.
The Seasonal unit root tests function
The Sieve Bootstrap Shapiro test for normality.
Generates a sieve bootstrap sample.
The Unit root tests function.
Vávra test's sieve Bootstrap sample for Anderson Darling statistic
The Psaradakis and Vávra test for normality.
The ARCH effect test function.
Automatically create a ggplot for time series objects.
Generic function for a visual check of residuals in time series models...
Generic functions for checking residuals in time series models
The Sieve Bootstrap Cramer Von Mises test for normality.
The normality test for stationary process
Assessing Normality of a Stationary Process
Generate a random projection.
Objects exported from other packages
Generates a test statistics sample of random projections.
The k random projections test for normality.
Despite that several tests for normality in stationary processes have been proposed in the literature, consistent implementations of these tests in programming languages are limited. Seven normality test are implemented. The asymptotic Lobato & Velasco's, asymptotic Epps, Psaradakis and Vávra, Lobato & Velasco's and Epps sieve bootstrap approximations, El bouch et al., and the random projections tests for univariate stationary process. Some other diagnostics such as, unit root test for stationarity, seasonal tests for seasonality, and arch effect test for volatility; are also performed. Additionally, the El bouch test performs normality tests for bivariate time series. The package also offers residual diagnostic for linear time series models developed in several packages.