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:
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
| # Install 'fUnitRoots' in R: |
| install.packages('fUnitRoots', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://r-forge.r-project.org/projects/rmetrics
Last updated 28 days agofrom:d12c4f133f. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 24 2024 |
| R-4.5-win-x86_64 | OK | Oct 24 2024 |
| R-4.5-linux-x86_64 | OK | Oct 24 2024 |
| R-4.4-win-x86_64 | OK | Oct 24 2024 |
| R-4.4-mac-x86_64 | OK | Oct 24 2024 |
| R-4.4-mac-aarch64 | OK | Oct 24 2024 |
| R-4.3-win-x86_64 | OK | Oct 24 2024 |
| R-4.3-mac-x86_64 | OK | Oct 24 2024 |
| R-4.3-mac-aarch64 | OK | Oct 24 2024 |
Exports:adfTableadfTestpadfpunitrootqadfqunitrootunitrootTableunitrootTesturdfTesturersTesturkpssTesturppTesturspTesturzaTest
Dependencies:fBasicsgsslatticeMASSnlmespatialstabledisttimeDatetimeSeriesurca
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Modelling Trends and Unit Roots | fUnitRoots-package fUnitRoots |
| Dickey-Fuller p Values | adfTable DickeyFullerPValues padf qadf |
| MacKinnon's Unit Root p Values | MacKinnonPValues punitroot qunitroot unitrootTable |
| Unit Root Time Series Tests | adfTest unitrootTest UnitrootTests |
| Unit Root Time Series Tests | UnitrootUrcaInterface urdfTest urersTest urkpssTest urppTest urspTest urzaTest |