unitroot_kpss

unitroot_pp

<p><code>unitroot_kpss</code> computes the statistic for the Kwiatkowski et al. unit root test with linear trend and lag 1.
<code>unitroot_pp</code> computes the statistic for the `'Z-alpha'' version of Phillips &amp; Perron unit root test with constant trend and lag 1.</p>

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.

Rob Hyndman

tsfeatures

Time Series Feature Extraction

Yanfei Kang

Pablo Montero-Manso

Thiyanga Talagala

Earo Wang

Yangzhuoran Yang

Mitchell O'Hara-Wild

Souhaib Ben Taieb

Cao Hanqing

D K Lake

Nikolay Laptev

J R Moorman

unitroot_kpss function

Unit Root Test Statistics — unitroot_kpss

Unit Root Test Statistics

unitroot_kpss: Unit Root Test Statistics

Description

Usage

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Value