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.