Package: boundedur
Type: Package
Title: Unit Root Tests for Bounded Time Series
Version: 1.0.3
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Giuseppe", "Cavaliere", role = "ctb",
           comment = "Original methodology"),
    person("Fang", "Xu", role = "ctb",
           comment = "Original methodology"))
Description: Implements unit root tests for bounded time series
        following Cavaliere and Xu (2014)
        <doi:10.1016/j.jeconom.2013.08.026>. Standard unit root tests
        (ADF, Phillips-Perron) have non-standard limiting distributions
        when the time series is bounded. This package provides modified
        ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values
        computed via Monte Carlo simulation of bounded Brownian motion.
        Supports one-sided (lower bound only) and two-sided bounds,
        with automatic lag selection using the MAIC criterion of Ng and
        Perron (2001) <doi:10.1111/1468-0262.00256>.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/boundedur
BugReports: https://github.com/muhammedalkhalaf/boundedur/issues
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.0
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-09-28 15:41:49 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/boundedur
RemoteRef: HEAD
RemoteSha: 16dc3266908ee1436e7ba07b37ddd9595c1b95f3
NeedsCompilation: no
Packaged: 2026-10-28 12:08:35 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Giuseppe Cavaliere [ctb] (Original methodology),
  Fang Xu [ctb] (Original methodology)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>