coxstuart

Perform Cox-Stuart test for location or dispersion.

htest

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Nikolaos Kourentzes

tsutils

Time Series Exploration, Modelling and Forecasting

Ivan Svetunkov

Oliver Schaer

coxstuart function

<dl><dt>y</dt>
<dd>input data.</dd>
<dt>type</dt>
<dd>type of test. Can be:<ul>
<li><code>"trend"</code>: test for changes in trend.</li>
<li><code>"deviation"</code>: test for changes in deviation.</li>
<li><code>"dispersion"</code>: test for changes in dispersion (range).</li>
</ul></dd>
<dt>alpha</dt>
<dd>significance level.</dd></dl>

Arguments

Nikolaos Kourentzes, <a href="/link/nikolaos%40kourentzes.com?package=tsutils&version=0.9.4" data-mini-rdoc="tsutils::nikolaos@kourentzes.com">nikolaos@kourentzes.com</a>.

Author

Cox-Stuart test — coxstuart

<dl>

<dt>y</dt>
<dd>input data.</dd>


<dt>type</dt>
<dd>type of test. Can be:<ul>
<li><code>"trend"</code>: test for changes in trend.</li>
<li><code>"deviation"</code>: test for changes in deviation.</li>
<li><code>"dispersion"</code>: test for changes in dispersion (range).</li>
</ul></dd>


<dt>alpha</dt>
<dd>significance level.</dd>

</dl>

Nikolaos Kourentzes, <a href='mailto:nikolaos@kourentzes.com'>nikolaos@kourentzes.com</a>.

coxstuart: Cox-Stuart test

Description

Usage

Value

Arguments

Author

Examples