ndiffs {forecast} | R Documentation |
Uses a KPSS test for the null hypothesis that x
has a stationary root against a unit-root alternative.
Returns the least number of differences required to pass the test at the level alpha
.
ndiffs(x,alpha=0.05)
x |
A univariate time series |
alpha |
Level of the test |
An integer.
Rob J Hyndman
ndiffs(WWWusage)