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fUnitRoots (version 2100.76)

Trends and Unit Roots

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fUnitRoots')

Monthly Downloads

1,920

Version

2100.76

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

October 29th, 2012

Functions in fUnitRoots (2100.76)

UnitrootTests

Unit Root Time Series Tests
MacKinnonPValues

MacKinnon's Unit Root p Values
UnitrootUrcaInterface

Unit Root Time Series Tests
DickeyFullerPValues

Dickey-Fuller p Values