uroot v2.1-2

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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.

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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.

Functions in uroot

Name Description
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
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Vignettes of uroot

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uroot-intro.Rnw
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Details

Date 2020-09-04
URL https://geobosh.github.io/uroot/
BugReports https://github.com/GeoBosh/uroot/issues
Encoding UTF-8
LazyData yes
LazyDataCompression xz
License GPL-2
NeedsCompilation no
Packaged 2020-09-04 08:50:17 UTC; georgi
Repository CRAN
Date/Publication 2020-09-04 09:30:03 UTC

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