STFTS: Statistical Tests for Functional Time Series

A collection of statistical hypothesis tests of functional time series. While it will include more tests when the related literature are enriched, this package contains the following key tests: functional stationarity test, functional trend stationarity test, functional unit root test, to name a few.

Version: 0.1.0
Depends: R (≥ 2.10)
Imports: e1071
Suggests: testthat (≥ 3.0.0)
Published: 2021-08-19
DOI: 10.32614/CRAN.package.STFTS
Author: Yichao Chen [aut], Chi Seng Pun [cre, aut]
Maintainer: Chi Seng Pun <cspun at ntu.edu.sg>
License: GPL-2
NeedsCompilation: no
Language: en-US
Materials: NEWS
In views: TimeSeries
CRAN checks: STFTS results

Documentation:

Reference manual: STFTS.pdf

Downloads:

Package source: STFTS_0.1.0.tar.gz
Windows binaries: r-devel: STFTS_0.1.0.zip, r-release: STFTS_0.1.0.zip, r-oldrel: STFTS_0.1.0.zip
macOS binaries: r-release (arm64): STFTS_0.1.0.tgz, r-oldrel (arm64): STFTS_0.1.0.tgz, r-release (x86_64): STFTS_0.1.0.tgz, r-oldrel (x86_64): STFTS_0.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=STFTS to link to this page.