How can we test if the time-series model is stationary in R? Take the first column and all

the rows of EuStockMarkets as your time-series data.

1 Answers

For testing if the time-series model is stationary, we make use of the Augmented Dickey

Fuller Test (adf test). If the p-value is below 0.05, then that model is stationary. We can

implement this in R as follows –

library(tseries)

adf.test(timedata)

kpss.test(timedata)

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