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I am reviewing my time series knowledge and looking for a document that has the commonly-used time series tests, what they are used for, how to use them, etc. e.g. Augmented Dickey–Fuller test, PACF tests, etc.

I found a wikipedia page of common statistical tests, but I am looking for a list of such that is specific for time series analysis.

http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Common_test_statistics

Thanks!

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Why not just refer to one of the many available textbooks on time series? They should provide descriptions of most of the tests that you aare interested in. – Michael Chernick Jun 18 '12 at 3:42

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I think the Time Series task view in R and this list of time series functions will get you most of the way there.

Just read the corresponding documentation to learn how to use them. As Michael mentioned, there are many books that describe these methods in depth.

http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf

http://cran.r-project.org/web/views/TimeSeries.html

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