Package: qadf 1.0.2

qadf: Quantile Autoregressive Distributed Lag Unit Root Test

Implements the Quantile Autoregressive Distributed Lag (QADF) unit root test proposed by Koenker and Xiao (2004) <doi:10.1198/016214504000001114>. The test examines unit root behaviour across the conditional distribution of a time series using quantile regression, providing a richer characterisation of persistence than standard ADF tests. Critical values follow Hansen (1995) <doi:10.1017/S0266466600009993>. Lag order selection is supported via AIC, BIC, or the t-statistic sequential testing approach.

Authors:Muhammad Alkhalaf [aut, cre, cph]

qadf_1.0.2.tar.gz
qadf_1.0.2.zip(r-4.7-any)qadf_1.0.2.zip(r-4.6-any)qadf_1.0.2.zip(r-4.5-any)
qadf_1.0.2.tgz(r-4.6-any)qadf_1.0.2.tgz(r-4.5-any)
qadf_1.0.2.tar.gz(r-4.7-any)qadf_1.0.2.tar.gz(r-4.6-any)
qadf_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
qadf/json (API)

# Install 'qadf' in R:
install.packages('qadf', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/muhammedalkhalaf/qadf/issues

On CRAN:

Conda:

3.40 score 315 downloads 1 exports 7 dependencies

Last updated from:dec58d452c. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK145
source / vignettesOK148
linux-releaseOK108
macos-releaseOK167
macos-oldrelOK115
windows-develOK76
windows-releaseOK85
windows-oldrelOK95
wasm-releaseOK76

Exports:qadf

Dependencies:latticeMASSMatrixMatrixModelsquantregSparseMsurvival