Useful R functions

test_stationarity

# Simple little suite for testing 

test_stationarity <- function(Ts){
  # First, display ACF.
  message("Rendering ACF. Does it look like a random walk to you?")
  acf(Ts)
  
  # Calculate Ljung-Box
  box <- Box.test(Ts, lag = 3, type = "Ljung-Box")
  message(sprintf("The Ljung-Box statistic was %f.", box$p.value))
  message("This indicates that the distribution of values is ", appendLF = FALSE)
  if(box$p.value <= 0.05){
    message("not random.\nConsider differencing or scaling.")
  }
  else {
    message("random.")
  }
}