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uroot (version 1.0)

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.

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Install

install.packages('uroot')

Monthly Downloads

4,889

Version

1.0

License

GPL version 2 or newer. The terms of this license are in a file called COPYING which you should have received with R.

Last Published

December 11th, 2004

Functions in uroot (1.0)