Package: uroot 2.1-3.9000
Georgi N. Boshnakov
uroot: 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.
Authors:
uroot_2.1-3.9000.tar.gz
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uroot_2.1-3.9000.tgz(r-4.4-any)uroot_2.1-3.9000.tgz(r-4.3-any)
uroot_2.1-3.9000.tar.gz(r-4.5-noble)uroot_2.1-3.9000.tar.gz(r-4.4-noble)
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uroot.pdf |uroot.html✨
uroot/json (API)
NEWS
# Install 'uroot' in R: |
install.packages('uroot', repos = c('https://geobosh.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/geobosh/uroot/issues
Last updated 7 months agofrom:dfba87d133. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 20 2024 |
R-4.5-win | OK | Nov 20 2024 |
R-4.5-linux | OK | Nov 20 2024 |
R-4.4-win | OK | Nov 20 2024 |
R-4.4-mac | OK | Nov 20 2024 |
R-4.3-win | OK | Nov 20 2024 |
R-4.3-mac | OK | Nov 20 2024 |
Exports:ch.rs.pvaluech.testhegy.boot.pvalhegy.regressorshegy.rs.pvaluehegy.testseasonal.cyclesseasonal.dummiesuroot.raw.pvalue
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Unit Root Tests for Seasonal Time Series | uroot-package |
BGT-data Sample Data Set | bgt.data |
CH-data Sample Data Set | ch.data |
P-values for the CH test statistic | ch.rs.pvalue |
Canova and Hansen Test for Seasonal Stability | ch.print ch.summary ch.test |
Bootstrapped P-Values for the HEGY Test Statistics | hegy.boot.pval |
P-values based on response surface regressions for the HEGY test statistics | hegy.rs.pvalue |
Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots | hegy.print hegy.regressors hegy.residuals hegy.summary hegy.test |
Seasonal Dummies and Seasonal Cycles | seasonal.cycles seasonal.dummies |
Original Tables of Critical Values | uroot.raw.pvalue |