Package: unitrootests 1.1.0

unitrootests: Comprehensive Unit Root and Stationarity Tests

A unified framework for unit root and stationarity testing including quantile ADF tests (Koenker and Xiao, 2004) <doi:10.1198/016214504000001114>, GARCH-based unit root tests with endogenous structural breaks (Narayan and Liu, 2015) <doi:10.1016/j.eneco.2014.11.021>, and comprehensive Dickey-Fuller, Phillips-Perron, KPSS, ERS/DF-GLS, Zivot-Andrews, and Kobayashi-McAleer tests with an Elder-Kennedy decision strategy (Elder and Kennedy, 2001) <doi:10.1080/00220480109595179>.

Authors:Muhammad Abdullah Alkhalaf [aut, cre, cph]

unitrootests_1.1.0.tar.gz
unitrootests_1.1.0.zip(r-4.7)unitrootests_1.1.0.zip(r-4.6)unitrootests_1.1.0.zip(r-4.5)
unitrootests_1.1.0.tgz(r-4.6-any)unitrootests_1.1.0.tgz(r-4.5-any)
unitrootests_1.1.0.tar.gz(r-4.7-any)unitrootests_1.1.0.tar.gz(r-4.6-any)
unitrootests_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
unitrootests/json (API)

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

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

On CRAN:

Conda:

2.48 score 1 stars 165 downloads 3 exports 19 dependencies

Last updated from:4d1dbb045e. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK139
source / vignettesOK173
linux-release-x86_64OK141
macos-release-arm64OK101
macos-oldrel-arm64OK84
windows-develOK92
windows-releaseOK88
windows-oldrelOK83
wasm-releaseOK105

Exports:garchurqadfurstat

Dependencies:curljsonlitelatticeMASSMatrixMatrixModelsnlmequadprogquantmodquantregsandwichSparseMstrucchangesurvivaltseriesTTRurcaxtszoo