`identify`

, `estimate`

, and `forecast`

, etc. They also have the similar outputs.
Package: |

aTSA |

Type: |

Package |

Version: |

3.1.2 |

Date: |

2015-06-19 |

License: |

GPL-2 | GPL-3 |

`library(help = aTSA)`

.
Engle, Robert F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation. *Econometrica*, 50 (4): 987-1007.

Fuller, W. A. (1976). Introduction to Statistical Time Series. New York: John Wiley and Sons.

Hobijn B, Franses PH and Ooms M (2004). Generalization of the KPSS-test for stationarity. *Statistica Neerlandica*, vol. 58, p. 482-502.

Kwiatkowski, D.; Phillips, P. C. B.; Schmidt, P.; Shin, Y. (1992).
Testing the null hypothesis of stationarity against the alternative of a unit root. *Journal of Econometrics*, 54 (1-3): 159-178.

McLeod, A. I. and W. K. Li. Diagnostic Checking ARMA Time Series Models Using Squared-Residual Autocorrelations. *Journal of Time Series Analysis*. Vol. 4, 1983, pp. 269-27.

Phillips, P. C. B.; Perron, P. (1988). Testing for a Unit Root in Time Series Regression. *Biometrika*, 75 (2): 335-346.