论文标题
固定过程中正态性的R套件
An R package for Normality in Stationary Processes
论文作者
论文摘要
正态性是分析几个时间序列模型中相关数据的主要假设，并且在文献中已经广泛研究了正态性的测试，但是，这些测试的实现受到限制。 \ textbf {nortstest}软件包执行\ textIt {lobato and velasco，epps，psaradakis和vavra}的测试，以及\ textit {随机投影}用于平稳过程的正态性。此外，该软件包还提供了视觉诊断，用于检查几个\ r软件包中最常用的时间序列模型的平稳性和正常性假设。这项工作的目的是显示软件包的功能，以模拟示例呈现每个测试性能，以及用于时间序列分析中模型诊断的软件包实用程序。
Normality is the main assumption for analyzing dependent data in several time series models, and tests of normality have been widely studied in the literature, however, the implementations of these tests are limited. The \textbf{nortsTest} package performs the tests of \textit{Lobato and Velasco, Epps, Psaradakis and Vavra} and \textit{random projection} for normality of stationary processes. In addition, the package offers visual diagnostics for checking stationarity and normality assumptions for the most used time series models in several \R packages. The aim of this work is to show the functionality of the package, presenting each test performance with simulated examples, and the package utility for model diagnostic in time series analysis.
