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Visual Test for Stationarity

Source: R/invariance_test.R
invariance_test.Rd

For "invariant" time-series the histograms should look the same and the shape of the ellipsoid should be circular.

Usage

invariance_test(.invariant)

# S3 method for default
invariance_test(.invariant)

# S3 method for tbl_df
invariance_test(.invariant)

# S3 method for xts
invariance_test(.invariant)

# S3 method for matrix
invariance_test(.invariant)

# S3 method for numeric
invariance_test(.invariant)

Arguments

.invariant

An univariate time-series.

Value

A ggplot2 object.

Examples

library(tibble)

x <- as_tibble(diff(log(EuStockMarkets)))

invariance_test(x["CAC"])

invariance_test(x["DAX"])