Package: sTSD 0.1.0
Steven Miller
sTSD: Simulate Time Series Diagnostics
These are tools that allow users to do time series diagnostics, primarily tests of unit root, by way of simulation. While there is nothing necessarily wrong with the received wisdom of critical values generated decades ago, simulation provides its own perks. Not only is simulation broadly informative as to what these various test statistics do and what are their plausible values, simulation provides more flexibility for assessing unit root by way of different thresholds or different hypothesized distributions.
Authors:
sTSD_0.1.0.tar.gz
sTSD_0.1.0.tar.gz(r-4.5-noble)sTSD_0.1.0.tar.gz(r-4.4-noble)
sTSD_0.1.0.tgz(r-4.4-emscripten)sTSD_0.1.0.tgz(r-4.3-emscripten)
sTSD.pdf |sTSD.html✨
sTSD/json (API)
NEWS
# Install 'sTSD' in R: |
install.packages('sTSD', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- USDSEK - The USD/SEK Exchange Rate
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 days agofrom:26847d616a. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 21 2024 |
R-4.5-linux | OK | Dec 21 2024 |
Exports:spp_testur_summary
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Simulate a Phillips-Perron Test to Assess Unit Root in a Time Series | spp_test |
Summarize Unit Root Test Simulations | ur_summary |
The USD/SEK Exchange Rate | USDSEK |