uroot v2.0-9.1
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Unit Root Tests for Seasonal Time Series
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.
Functions in uroot
| Name | Description | |
| 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 | |
| No Results! | ||
Vignettes of uroot
| Name | ||
| uroot-intro.Rnw | ||
| No Results! | ||
Last month downloads
Details
| Date | 2017-01-27 |
| SystemRequirements | nvcc (release >= 7.1) (NVIDIA Cuda Compiler driver) |
| Encoding | UTF-8 |
| NeedsCompilation | yes |
| LazyData | yes |
| LazyDataCompression | xz |
| License | GPL-2 |
| URL | https://jalobe.com |
| Packaged | 2019-03-22 08:49:00 UTC; ripley |
| Repository | CRAN |
| Date/Publication | 2019-03-24 07:07:31 UTC |
| X-CRAN-Original-Maintainer | Javier L |
| X-CRAN-Comment | Orphaned on 2019-03-24 as check problems were not corrected in time. |
| depends | R (>= 3.0.0) , stats |
| Contributors | Javier López-de-Lacalle |
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