Tests

Unit Root Tests

KPSS Test for Stationarity : for non seasonal data require(tseries)

kpss.test(x)

pp.test {tseries}

require(uroot)

CH.rectest()

Augmented Dickey-Fuller Test

require(uroot)

adf.out1 <- ADF.test(wts=lairp, itsd=c(1,1,c(1:11)),regvar=0, selectlags=list(mode="bic", Pmax=12))

library(tseries)

adf.test(Y)

Log-Likelihood of an ets(Exponential smoothing state space model) object

forecast::logLik.ets

Smirnov-Kolmogorov tests

ks.test() package:stats

library(moments)

kurtosis()

skewness()

Canova Hansem Test

CH.test package:uroot

CH.rectest package:uroot