Determine whether or not a time series is stationary in the mean
isStationary.RdUses the Augmented Dickey-Fuller test to determine when the time series has a unit root.
isStationary(tsData)Arguments
- tsData
A time series object.
Value
A boolean indicating whether or not the given time series is stationary.
Details
A time series must have a minimum of three complete years of data. For details on the implementation of the Augmented Dickey-Fuller test, see the tseries package on cran.