Package: fUnitRoots 4040.81

Georgi N. Boshnakov

fUnitRoots: Rmetrics - Modelling Trends and Unit Roots

Provides four addons for analyzing trends and unit roots in financial time series: (i) functions for the density and probability of the augmented Dickey-Fuller Test, (ii) functions for the density and probability of MacKinnon's unit root test statistics, (iii) reimplementations for the ADF and MacKinnon Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's unit root test suite.

Authors:Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], Georgi N. Boshnakov [cre]

fUnitRoots_4040.81.tar.gz
fUnitRoots_4040.81.zip(r-4.5)fUnitRoots_4040.81.zip(r-4.4)fUnitRoots_4040.81.zip(r-4.3)
fUnitRoots_4040.81.tgz(r-4.4-x86_64)fUnitRoots_4040.81.tgz(r-4.4-arm64)fUnitRoots_4040.81.tgz(r-4.3-x86_64)fUnitRoots_4040.81.tgz(r-4.3-arm64)
fUnitRoots_4040.81.tar.gz(r-4.5-noble)fUnitRoots_4040.81.tar.gz(r-4.4-noble)
fUnitRoots_4040.81.tgz(r-4.4-emscripten)fUnitRoots_4040.81.tgz(r-4.3-emscripten)
fUnitRoots.pdf |fUnitRoots.html✨
fUnitRoots/json (API)
NEWS

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/rmetrics

On CRAN:

14 exports 1 stars 2.93 score 10 dependencies 2 mentions 288 scripts 2.5k downloads

Last updated 4 days agofrom:28a8bc75d8. Checks:OK: 9. Indexed: yes.

Exports:adfTableadfTestpadfpunitrootqadfqunitrootunitrootTableunitrootTesturdfTesturersTesturkpssTesturppTesturspTesturzaTest

Dependencies:fBasicsgsslatticeMASSnlmespatialstabledisttimeDatetimeSeriesurca