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