gghist

Plots a histogram and density estimates using ggplot.

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.

Asael Alonzo Matamoros

nortsTest

Assessing Normality of Stationary Process

Alicia Nieto-Reyes

Rob Hyndman

Mitchell O'Hara-Wild

Trapletti A.

gghist function

<dl><dt>y</dt>
<dd>a numeric vector or an object of the <code>ts</code> class containing a stationary time series.</dd>
<dt>title</dt>
<dd>a string with the plot's title.</dd>
<dt>xlab</dt>
<dd>a string with the plot's x axis label. By default a NULL value.</dd>
<dt>ylab</dt>
<dd>a string with the plot's y axis label. By default a "counts" value.</dd>
<dt>bins</dt>
<dd>the number of bins to use for the histogram. Selected by default
using the Friedman-Diaconis rule.</dd>
<dt>add.normal</dt>
<dd>a boolean value. Add a normal density function for comparison,
by default <code>add.normal = TRUE</code>.</dd></dl>

Arguments

Author

Histogram with optional normal density functions. — gghist

<dl>

<dt>y</dt>
<dd>a numeric vector or an object of the <code>ts</code> class containing a stationary time series.</dd>


<dt>title</dt>
<dd>a string with the plot's title.</dd>


<dt>xlab</dt>
<dd>a string with the plot's x axis label. By default a NULL value.</dd>


<dt>ylab</dt>
<dd>a string with the plot's y axis label. By default a "counts" value.</dd>


<dt>bins</dt>
<dd>the number of bins to use for the histogram. Selected by default
using the Friedman-Diaconis rule.</dd>


<dt>add.normal</dt>
<dd>a boolean value. Add a normal density function for comparison,
by default <code>add.normal = TRUE</code>.</dd>

</dl>

gghist: Histogram with optional normal density functions.

Description

Usage

Value

Arguments

Author

Examples