How to test the stationarity of time series data in R language?

In R language, the stationary of time series data can be tested using the adf.test() function or kpss.test() function.

1. Perform a unit root test (ADF test) using the adf.test() function.

library(tseries)
adf.test(ts_data)

“Among them, ts_data is your time series data.”

1. Perform the Kwiatkowski-Phillips-Schmidt-Shin test (KPSS test) using the kpss.test() function.

library(tseries)
kpss.test(ts_data)

Similarly, ts_data is your time series data.

Both of these testing methods are commonly used to test for the stationarity of a time series, allowing us to determine if the data is stationary.