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Tests on a time series
tests(
y,
parts = 1/3,
nCoef = min(25, length(x)/4),
nPar = 0,
s = frequency(y),
avoid = 16
)a vector, ts or tsibble object
proportion of sample to include in ratio of variances test
number of autocorrelation coefficients to estimate
number of parameters in a model if y is a residual
seasonal period, number of observations per year
number of observations to avoid at beginning of sample to eliminate initial effects
Diego J. Pedregal
Multiple tests on a time series, including summary statistics, autocorrelation, Gaussianity and heteroskedasticity,
colMedians, rowMedians,
sumStats, gaussTest, ident,
cusum, varTest, conv,
armaFilter, dif, roots,
zplane, acft, slide,
plotSlide, Accuracy, tsDisplay,
size