How do we test if a time series data stationary or not programmaticall

1.	How do we test if a time series data stationary or not programmatically?
Answer» We can use the Augmented Dickey-Fuller Test (adf test) to test “stationary” aspect. A p-Value of LESS than 0.05 in adf.test() indicates that it is stationary. Illustrative code snippet: LIBRARY(tseries) adf.test(MYDATA) # p-value &LT; 0.05 indicates the TS is stationary kpss.test(myData)

How do we test if a time series data stationary or not programmatically?

Answer»

We can use the Augmented Dickey-Fuller Test (adf test) to test “stationary” aspect. A p-Value of LESS than 0.05 in adf.test() indicates that it is stationary.

Illustrative code snippet:

LIBRARY(tseries) adf.test(MYDATA) # p-value &LT; 0.05 indicates the TS is stationary kpss.test(myData)

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How do we test if a time series data stationary or not programmatically?

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