Learn R Programming

bentcableAR (version 0.3.0)

is.stationary: Stationarity Check of AR Time Series

Description

Check if AR coefficients correspond to stationarity.

Usage

is.stationary(phi.vect)

Arguments

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

Value

logical

Details

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

Examples

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

Run the code above in your browser using DataLab