nortsTest (Q46774): Difference between revisions
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Swh import (talk | contribs) SWHID from Software Heritage |
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Property / last update: 16 August 2021 / rank | |||||||||||||||
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Property / author: Asael Alonzo Matamoros / rank | |||||||||||||||
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Property / author: Alicia Nieto-Reyes / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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publication date: 27 July 2020
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publication date: 17 June 2021
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publication date: 17 January 2024
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publication date: 24 January 2024
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publication date: 25 January 2024
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25 January 2024
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Property / last update: 25 January 2024 / rank | |||||||||||||||
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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. | |||||||||||||||
Property / description: 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. / rank | |||||||||||||||
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Property / author: Asael Alonzo Matamoros / rank | |||||||||||||||
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Property / author: Alicia Nieto-Reyes / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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software version identifier: ≥ 3.5.0 | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/nortsTest / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:c388ac7deaf8e89c2d307a1e19082ba4fe63bbfb / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:c388ac7deaf8e89c2d307a1e19082ba4fe63bbfb / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:c388ac7deaf8e89c2d307a1e19082ba4fe63bbfb / qualifier | |||||||||||||||
point in time: 31 January 2024
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 02:08, 22 March 2024
Assessing Normality of Stationary Process
Language | Label | Description | Also known as |
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English | nortsTest |
Assessing Normality of Stationary Process |
Statements
25 January 2024
0 references
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.
0 references