nortsTest

Despite that several tests for normality in stationary processes have been proposed in the literature, consistent implementations of these tests in programming languages are limited. Seven normality test are implemented. The asymptotic Lobato & Velasco's, asymptotic Epps, Psaradakis and Vávra, Lobato & Velasco's and Epps sieve bootstrap approximations, El bouch et al., and the random projections tests for univariate stationary process. Some other diagnostics such as, unit root test for stationarity, seasonal tests for seasonality, and arch effect test for volatility; are also performed. Additionally, the El bouch test performs normality tests for bivariate time series. The package also offers residual diagnostic for linear time series models developed in several packages.

Last 30 days

This package has been downloaded 364 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.

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Last 365 days

This package has been downloaded 6,285 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Nov 04, 2024 with 68 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.