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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "qadf" in publications use:'
type: software
license: GPL-3.0-only
title: 'qadf: Quantile Augmented Dickey-Fuller Unit Root Test'
version: 1.0.0
doi: 10.32614/CRAN.package.qadf
identifiers:
- type: doi
  value: 10.32614/CRAN.package.qadf
abstract: Implements the Quantile Augmented Dickey-Fuller (QADF) unit root test following
  Koenker and Xiao (2004) <https://doi.org/10.1198/016214504000000296>. The test extends
  the standard ADF test to different quantiles of the conditional distribution, allowing
  for unit root behavior that varies across the distribution. Includes the QKS (Quantile
  Kolmogorov-Smirnov) supremum test statistic for overall unit root inference, critical
  values from Hansen (1995), bootstrap p-values, half-life calculations, and visualization
  tools. Useful for testing purchasing power parity, asymmetric adjustment, and regime-dependent
  persistence.
authors:
- family-names: Alkhalaf
  given-names: Muhammad Abdullah
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246
preferred-citation:
  type: manual
  title: Quantile Augmented Dickey-Fuller Unit Root Test
  authors:
  - family-names: Alkhalaf
    given-names: Muhammad Abdullah
    email: muhammedalkhalaf@gmail.com
    orcid: https://orcid.org/0009-0002-2677-9246
  year: '2026'
  notes: R package version 1.0.0
  url: https://CRAN.R-project.org/package=qadf
  doi: 10.32614/CRAN.package.qadf
repository: https://muhammedalkhalaf.r-universe.dev
repository-code: https://github.com/muhammedalkhalaf/qadf
commit: 2b5a35b710d6d0d316d79c7904f38ffe426fff03
url: https://github.com/muhammedalkhalaf/qadf
date-released: '2026-02-27'
contact:
- family-names: Alkhalaf
  given-names: Muhammad Abdullah
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246