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]

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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

On CRAN:

fortran

6.92 score 1 stars 284 scripts 4.7k downloads 2 mentions 14 exports 10 dependencies

Last updated 8 days agofrom:8f3970af90. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Dec 14 2024
R-4.5-win-x86_64	OK	Dec 14 2024
R-4.5-linux-x86_64	OK	Dec 14 2024
R-4.4-win-x86_64	OK	Dec 14 2024
R-4.4-mac-x86_64	OK	Dec 14 2024
R-4.4-mac-aarch64	OK	Dec 14 2024
R-4.3-win-x86_64	OK	Dec 14 2024
R-4.3-mac-x86_64	OK	Dec 14 2024
R-4.3-mac-aarch64	OK	Dec 14 2024

Exports:adfTable adfTest padf punitroot qadf qunitroot unitrootTable unitrootTest urdfTest urersTest urkpssTest urppTest urspTest urzaTest

Dependencies:fBasics gss lattice MASS nlme spatial stabledist timeDate timeSeries urca

Citation

Development and contributors

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