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Provides four addons for analyzing trends and unit roots in financial time series: (i) functions for the density and probability of the augmented Dickey-Fuller Test, (ii) functions for the density and probability of MacKinnon's unit root test statistics, (iii) reimplementations for the ADF and MacKinnon Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's unit root test suite.
| Version: | 4040.81 |
| Depends: | R (≥ 2.15.1) |
| Imports: | timeSeries, fBasics, urca, graphics, methods, stats, utils |
| Suggests: | RUnit |
| Published: | 2024-05-15 |
| DOI: | 10.32614/CRAN.package.fUnitRoots |
| Author: | Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Georgi N. Boshnakov [cre] |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: | https://r-forge.r-project.org/projects/rmetrics |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://r-forge.r-project.org/scm/viewvc.php/pkg/fUnitRoots/?root=rmetrics (devel), https://www.rmetrics.org |
| NeedsCompilation: | yes |
| Materials: | NEWS ChangeLog |
| CRAN checks: | fUnitRoots results |
| Reference manual: | fUnitRoots.pdf |
| Package source: | fUnitRoots_4040.81.tar.gz |
| Windows binaries: | r-devel: fUnitRoots_4040.81.zip, r-release: fUnitRoots_4040.81.zip, r-oldrel: fUnitRoots_4040.81.zip |
| macOS binaries: | r-release (arm64): fUnitRoots_4040.81.tgz, r-oldrel (arm64): fUnitRoots_4040.81.tgz, r-release (x86_64): fUnitRoots_4040.81.tgz, r-oldrel (x86_64): fUnitRoots_4040.81.tgz |
| Old sources: | fUnitRoots archive |
| Reverse suggests: | MaxMC, pcts |
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