Package: uroot 2.1-2

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:Javier López-de-Lacalle [aut], Georgi N. Boshnakov [cre]

uroot_2.1-2.tar.gz
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uroot_2.1-2.tgz(r-4.6-any)uroot_2.1-2.tgz(r-4.5-any)
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uroot_2.1-2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
uroot/json (API)

# 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

Pkgdown/docs site:https://geobosh.github.io

Datasets:

bgt.data - BGT-data Sample Data Set
ch.data - CH-data Sample Data Set

On CRAN:

8.94 score 3 stars 14 packages 749 scripts 9.2k downloads 1 mentions 9 exports 0 dependencies

Last updated from:e6caaaa39e. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	102
source / vignettes	OK	195
linux-release-x86_64	OK	106
macos-release-arm64	OK	72
macos-oldrel-arm64	OK	93
windows-devel	OK	62
windows-release	OK	69
windows-oldrel	OK	55
wasm-release	OK	82

Exports:ch.rs.pvalue ch.test hegy.boot.pval hegy.regressors hegy.rs.pvalue hegy.test seasonal.cycles seasonal.dummies uroot.raw.pvalue

Dependencies:

uroot-intro

Rendered fromuroot-intro.Rnwusingutils::Sweave

Last update: 2019-06-18
Started: 2019-06-18

Citation

Development and contributors

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