CRAN/E | nortsTest

nortsTest

Assessing Normality of Stationary Process

Installation

About

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.

github.com/asael697/nortsTest
Bug report File report

Key Metrics

Version 1.1.2
R ≥ 3.5.0
Published 2024-01-25 256 days ago
Needs compilation? no
License GPL-2
CRAN checks nortsTest results

Downloads

Yesterday 13 0%
Last 7 days 86 -25%
Last 30 days 411 -10%
Last 90 days 1.263 -42%
Last 365 days 7.180 +21%

Maintainer

Maintainer

Asael Alonzo Matamoros

Authors

Asael Alonzo Matamoros

aut / cre

Alicia Nieto-Reyes

aut

Rob Hyndman

ctb

Mitchell O'Hara-Wild

ctb

Trapletti A.

ctb

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

nortsTest archive

Depends

R ≥ 3.5.0
methods

Imports

forecast
nortest
ggplot2
gridExtra
cowplot
tseries
uroot
MASS
zoo

Suggests

ggfortify
testthat ≥ 3.0.0