Learn R Programming
⚠️There's a newer version (2.1-3) of this package.Take me there.

uroot (version 2.0-9.1)

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.

Copy Link

Version

Install

install.packages('uroot')

Monthly Downloads

3,787

Version

2.0-9.1

License

GPL-2

Maintainer

ORPHANED

Last Published

March 24th, 2019

Functions in uroot (2.0-9.1)

ch.rs.pvalue

P-values for the CH test statistic
bgt.data

BGT-data Sample Data Set
ch.data

CH-data Sample Data Set
hegy.boot.pval

Bootstrapped P-Values for the HEGY Test Statistics
hegy.test

Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots
seasonal.dummies

Seasonal Dummies and Seasonal Cycles
hegy.rs.pvalue

P-values based on response surface regressions for the HEGY test statistics
ch.test

Canova and Hansen Test for Seasonal Stability
uroot-package

Unit Root Tests for Seasonal Time Series
uroot.raw.pvalue

Original Tables of Critical Values