Package: qadf
Type: Package
Title: Quantile Autoregressive Distributed Lag Unit Root Test
Version: 1.0.2
Authors@R: person("Muhammad", "Alkhalaf", email = "muhammedalkhalaf@gmail.com",
    role = c("aut", "cre", "cph"),
    comment = c(ORCID = "0009-0002-2677-9246"))
Description: 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.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.5.0)
Imports: stats, quantreg
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://github.com/muhammedalkhalaf/qadf
BugReports: https://github.com/muhammedalkhalaf/qadf/issues
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-09-28 15:41:43 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/qadf
RemoteRef: HEAD
RemoteSha: dec58d452c52180f1a16c982eae6c9a3debce689
NeedsCompilation: no
Packaged: 2026-10-09 11:40:19 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>