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uroot (version 1.1)

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 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. 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 circumstances, modifying the source code provided in this package or consulting the maintainer cited above.

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Version

Install

install.packages('uroot')

Monthly Downloads

7,863

Version

1.1

License

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

Maintainer

Javier López-de-Lacalle

Last Published

December 15th, 2023

Functions in uroot (1.1)

bbcn

Buys-Ballot contour
HEGY.test

Hylleberg-Engle-Granger-Yoo test
urootgui

uroot R-GUI
CH.test

Canova-Hansen test
bbmp

Buys-Ballot monthly plot
quarterg

Buys-Ballot quarterly plot
KPSS.test

Kwiatkowski-Phillips-Schmidt-Shin test
rmg

Range mean plot
dataIKERBIDE

Basque Country data bank
filtrar

Filter frequencies
dataFranses

Franses(1996) data bank
ADF.test

Augmented Dickey-Fuller test
bb3D

Buys-Ballot 3D plot
dataINE

Spain data bank
CHseas.test

Canova-Hansen test for seasonal stability
bbap

Buys-Ballot anual path plot