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uroot (version 2.0-5)

Unit Root Tests for Seasonal Time Series

Description

Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.

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Install

install.packages('uroot')

Monthly Downloads

5,182

Version

2.0-5

License

GPL-2

Last Published

March 19th, 2016

Functions in uroot (2.0-5)