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seen Nov 14 '11 at 21:30

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Nov
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comment How to check if a timeseries is stationary?
@richardh could you give me an example in R? I never used ARCH before...thank you very much
Nov
13
comment How to check if a timeseries is stationary?
Bootvis & @richardh the problem is that the above series have passed (ADF, PP, KPSS and ERS unit root tests)
Nov
13
comment How to check if a timeseries is stationary?
I have added the timeseries. The series you see passed ADF and KPSS tests, but as you can see is not very good because the "volatility" is not constant
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revised How to check if a timeseries is stationary?
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Nov
13
comment How to check if a timeseries is stationary?
About the data you can image that I need to use this test in a timeseries like rnorm(800) (obviously the data is not so perfect) I need a test to understand if my data is similar to it or not
Nov
13
comment How to check if a timeseries is stationary?
yes I found it on URCA package (ur.df) I need a level stationary, what parameters should I use? because I see "none" "drift" and "trend" on the type parameter.
Nov
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asked How to check if a timeseries is stationary?