dataFranses

This data set contains the time series analyzed in Franses (1996).

datasets

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.

Javier López-de-Lacalle

uroot

Unit root tests and graphics for seasonal time series.

dataFranses function

format

P.H. Franses homepage: <url>http://www.few.eur.nl/few/people/franses/</url>

dataFranses: Franses(1996) data bank

Description

Usage

Arguments

format

source

References