Quantile Autoregressive Distributed Lag Unit Root Test R package qadf version 1.0.0 Implements the Quantile Autoregressive Distributed Lag (QADF) unit root test proposed by Koenker and Xiao (2004) <doi:10.1198/016214504000001114>. The test examines unit root behaviour across the conditional distribution of a time series using quantile regression, providing a richer characterisation of persistence than standard ADF tests. Critical values follow Hansen (1995) <doi:10.1017/S0266466600009713>. Lag order selection is supported via AIC, BIC, or the t-statistic sequential testing approach. Software Depends: R (>= 3.5.0) Imports: stats, quantreg Suggests: testthat (>= 3.0.0) Muhammad Alkhalaf <muhammedalkhalaf@gmail.com> Comprehensive R Archive Network (CRAN) Muhammad Alkhalaf [aut, cre, cph] (ORCID: <https://orcid.org/0009-0002-2677-9246>) GPL-3 2026-03-20 application/tgz https://CRAN.R-project.org/package=qadf doi:10.32614/CRAN.package.qadf