Unit root tests and graphics for seasonal time series.
Description
This package contains several methods for analysing quarterly and monthly time series.
Unit root test: KPSS, ADF, CH and HEGY as well as several graphics: Buys-Ballot and filtered
frequencies among others, have been implemented to accomplish either an analytical or a
graphical complete analysis. Combined use of both enables the user to characterize the
seasonal cycle as deterministic, stochastic or a mixture of them. Some general applications
for designing structural and periodic time series models are implemented as well.
All the applications can be run from an easy to use graphical user interface, besides, some
of the results can be exported to a LaTeX file. Although we aim at making this interface as
flexible as possible, the user must be aware of the constraints entailed in this procedure.
Omited cases could be added for particular circunstances, modifying the source code provided
in this package or consulting the maintainer above cited.