Learn R Programming

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

Unit Root Tests for Seasonal Time Series

Installing uroot

Install the latest stable version of uroot from CRAN:

install.packages("uroot")

You can install the development version of uroot from Github:

library(devtools)
install_github("GeoBosh/uroot")

Overview

Note: All CUDA related stuff was removed in version 2.1.0 of uroot. The last version with CUDA support was 2.0.11.

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.

** Windows systems:

GPU parallelization is not currently available on Windows systems.

** Unix systems:

For full operational capabilities, the 'uroot' package requires the following installed on the system:

  1. CUDA capable GPU with compute capability >= 3.0.

  2. CUDA software, which includes the 'nvcc' (release >= 7.1) NVIDIA Cuda Compiler driver (available at https://www.nvidia.com).

  3. A general purpose C compiler is needed by nvcc.

By default the package is installed without the GPU capabilities. To request them, set environment variable CUDA_IGNORE to any nonempty value for the R package installer.

Copy Link

Version

Install

install.packages('uroot')

Monthly Downloads

3,787

Version

2.1-2

License

GPL-2

Maintainer

Georgi Boshnakov

Last Published

September 4th, 2020

Functions in uroot (2.1-2)

hegy.test

Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots
ch.data

CH-data Sample Data Set
ch.test

Canova and Hansen Test for Seasonal Stability
uroot.raw.pvalue

Original Tables of Critical Values
uroot-package

Unit Root Tests for Seasonal Time Series
hegy.boot.pval

Bootstrapped P-Values for the HEGY Test Statistics
bgt.data

BGT-data Sample Data Set
ch.rs.pvalue

P-values for the CH test statistic
hegy.rs.pvalue

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

Seasonal Dummies and Seasonal Cycles