[R] tests for non-stationarity

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Sat Sep 4 15:04:50 CEST 2004


Jonathan Nott wrote:

>Dear R list members,
>
>Please excuse my ignorance but as a new comer to R I was wondering if anyone knows of any functions in R or Splus that can test a time-series for non-stationarity such as the Pettitt or the Mann-Kendall tests.
>
>Kind regards,
>
>Jon Nott
>	[[alternative HTML version deleted]]
>
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>  
>
Install package tseries from CRAn and do
library(help=tseries)

Kjetil Halvorsen

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra




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