fUnitRoots (version 4021.80)
Rmetrics - Modelling Trends and Unit Roots
Description
Provides four addons for analyzing trends and
unit roots in financial time series: (i) functions for the density
and probability of the augmented Dickey-Fuller Test, (ii) functions
for the density and probability of MacKinnon's unit root test
statistics, (iii) reimplementations for the ADF and MacKinnon
Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's
unit root test suite.