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uroot (version 1.4-1)

Unit Root Tests and Graphics for Seasonal Time Series

Description

This package contains several functions for analysing quarterly and monthly time series. Unit root test: ADF, KPSS, HEGY, and CH, as well as graphics: Buys-Ballot and seasonal cycles, among others, have been implemented to accomplish either an analytical or a graphical analysis. Combined use of both enables the user to characterize the seasonality as deterministic, stochastic or a mixture of them. An easy to use graphical user interface is also provided to run some of the implemented functions.

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Version

Install

install.packages('uroot')

Monthly Downloads

5,003

Version

1.4-1

License

GPL version 2 or newer. The terms of this license are in a file called COPYING which is provided with R.

Maintainer

ORPHANED

Last Published

December 15th, 2023

Functions in uroot (1.4-1)

urt.xtable-methods

Methods for Function urt.xtable in Package `uroot'
kpssrecst-class

"kpssrecst" Class
save.xtable-methods

Methods for Function save.xtable in Package `uroot'
as.vdate-methods

Methods for Function as.vdate in Package `uroot'
summary-methods

Methods for Function summary in Package `uroot'
HEGY.rectest

Hylleberg-Engle-Granger-Yoo Recursive Test
bbaplot

Buys-Ballot Anual Path Plot
chrecst-class

"chrecst" Class
adfstat-class

"adfstat" Class
kpssstat-class

"kpssstat" Class
bbplot

Buys-Ballot Plot for Seasonal Time Series
as.numeric-methods

Methods for Function as.numeric in Package `uroot'
KPSS.test

Kwiatkowski-Phillips-Schmidt-Shin Test
rechegy.save.xtable

Save a Summary on the HEGY Recursive Test to LaTeX or HTML File
mccapv

Macroeconomic Time Series from the CAPV
bb3D

Buys-Ballot 3D Plot
maybeRegvar-class

"maybeRegvar" Class
factorsdiff

Factor Seasonal Differencing Filter
CH.test

Canova-Hansen Test
HEGY.test

Hylleberg-Engle-Granger-Yoo Test
ADF.test

Augmented Dickey-Fuller Test
vdate-class

"vdate" Class
Mdates

Determine the Location in the Sample of a Date and vice versa
Msts

Matrix with Seasonal Data
urootgui

uroot R-GUI
plotcycles

Plot Long-run and Seasonal Cycles
bbcn

Buys-Ballot Contour Plot
maybeLags-class

Class "maybeLags" ~~~
KPSS.rectest

Kwiatkowski-Phillips-Schmidt-Shin Recursive Test
adfrecst-class

"adfrecst" Class
chstat-class

"chstat" Class
hegyrecst-class

"hegyrecst" Class
hegystat-class

"hegystat" Class
recch.save.xtable

Save a Summary on the CH Recursive Test to LaTeX or HTML File
ADF.rectest

Augmented Dickey-Fuller Recursive Test
CH.rectest

Canova-Hansen Recursive Test
plot-methods

Methods for Function plot in Package `uroot'
recadf.save.xtable

Save a Summary on the ADF Recursive Test to LaTeX or HTML File
mcmisc

Quarterly Macroeconomic Time Series Data Set
mces

Macroeconomic Time Series from the CAPV
show-methods

Methods for Function show in Package `uroot'
reckpss.save.xtable

Save a Summary on the KPSS Recursive Test to LaTeX or HTML File