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.
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 –
R programming practice questions