nortsTest: Assessing Normality of Stationary Process

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. Four normality test are implemented. The Lobato and Velasco's, Epps, Psaradakis and Vavra, and the random projections tests for 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. The package also offers residual diagnostic for linear time series models developed in several packages.

Version: 1.0.3
Depends: R (≥ 3.5.0), methods
Imports: forecast, nortest, ggplot2, gridExtra, tseries, uroot, MASS, zoo
Suggests: ggfortify
Published: 2021-08-16
Author: Asael Alonzo Matamoros [aut, cre], Alicia Nieto-Reyes [aut], Rob Hyndman [ctb], Mitchell O'Hara-Wild [ctb], Trapletti A. [ctb]
Maintainer: Asael Alonzo Matamoros <asael.alonzo at gmail.com>
BugReports: https://github.com/asael697/nortsTest/issues
License: GPL-2
URL: https://github.com/asael697/nortsTest
NeedsCompilation: no
Materials: README NEWS
CRAN checks: nortsTest results

Downloads:

Reference manual: nortsTest.pdf
Package source: nortsTest_1.0.3.tar.gz
Windows binaries: r-devel: nortsTest_1.0.3.zip, r-release: nortsTest_1.0.3.zip, r-oldrel: nortsTest_1.0.3.zip
macOS binaries: r-release (arm64): nortsTest_1.0.3.tgz, r-release (x86_64): nortsTest_1.0.3.tgz, r-oldrel: nortsTest_1.0.3.tgz
Old sources: nortsTest archive

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