Package: unitrootests
Type: Package
Title: Comprehensive Unit Root and Stationarity Tests
Version: 1.1.2
Authors@R: person("Muhammad Abdullah", "Alkhalaf", email = "muhammedalkhalaf@gmail.com",
    role = c("aut", "cre", "cph"),
    comment = c(ORCID = "0009-0002-2677-9246"))
Description: 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>.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats, quantreg, tseries, urca, strucchange
Suggests: testthat (>= 3.0.0), zoo
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.0
Config/pak/sysreqs: libssl-dev
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-03 06:50:37 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/unitrootests
RemoteRef: HEAD
RemoteSha: 0dfece4dca21a3a1abef3294b71395dcfcdc30b3
NeedsCompilation: no
Packaged: 2026-11-02 09:20:10 UTC; root
Author: Muhammad Abdullah Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Abdullah Alkhalaf <muhammedalkhalaf@gmail.com>