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uroot (version 1.3)

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: ADF, KPSS, HEGY, and CH, 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.

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Install

install.packages('uroot')

Monthly Downloads

5,182

Version

1.3

License

GPL version 2 or newer. The terms of this license are in a file called COPYING which is provided with R

Last Published

May 14th, 2005

Functions in uroot (1.3)