CADFtest: This package performs the CADF unit root test proposed in Hansen (1995).
Version 0.3-2

This package performs Hansen's (1995) Covariate-Augmented Dickey-Fuller (CADF) test. The only required argument is y, the Tx1 time series to be tested. If no stationary covariate X is passed to the procedure, then an ordinary ADF test is performed. The p-values of the test are computed using a procedure proposed in Costantini, Lupi and Popp (2007), illustrated in Lupi (2009).

AuthorClaudio Lupi
Date of publication2014-01-08 13:19:38
MaintainerClaudio Lupi <lupi@unimol.it>
LicenseGPL (>= 2)
Version0.3-2
URL http://www.jstatsoft.org/v32/i02
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("CADFtest")

Popular man pages

CADFpvalues: p-values of the CADF test for unit roots
CADFtest: Hansen's Covariate-Augmented Dickey Fuller (CADF) test for...
CADFtest-internal: Internal CADF test functions
coeffs_ct: Tables of coefficients to compute p-values
plot.CADFtest: Function to plot CADFtest objects
summary.CADFtest: Function to print a summary of CADFtest objects
update.CADFtest: Function to update the formula of CADFtest objects
See all...

All man pages Function index File listing

Man pages

CADFpvalues: p-values of the CADF test for unit roots
CADFtest: Hansen's Covariate-Augmented Dickey Fuller (CADF) test for...
CADFtest-internal: Internal CADF test functions
coeffs_ct: Tables of coefficients to compute p-values
plot.CADFtest: Function to plot CADFtest objects
residuals.CADFtest: Function to extract the residuals from CADFtest objects
summary.CADFtest: Function to print a summary of CADFtest objects
update.CADFtest: Function to update the formula of CADFtest objects

Functions

CADFpvalues Man page Source code
CADFtest Man page Source code
CADFtest.default Man page Source code
CADFtest.formula Man page Source code
bread.mlm Man page Source code
coeffs_c Man page
coeffs_ct Man page
coeffs_nc Man page
estfun.mlm Man page Source code
estmodel Source code
plot.CADFtest Man page Source code
print.CADFtestsummary Source code
residuals.CADFtest Man page Source code
summary.CADFtest Man page Source code
update.CADFtest Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/CADFtest.Rnw
inst/doc/CADFtest.R
inst/doc/CADFtest.pdf
inst/doc/CADFtest.bib
NAMESPACE
NEWS
data
data/coeffs_ct.rda
data/coeffs_c.rda
data/coeffs_nc.rda
R
R/bread.mlm.R
R/CADFtest.R
R/summary.CADFtest.R
R/print.CADFtestsummary.R
R/update.CADFtest.R
R/estfun.mlm.R
R/CADFtest.default.R
R/plot.CADFtest.R
R/CADFtest.formula.R
R/CADFpvalues.R
R/residuals.CADFtest.R
vignettes
vignettes/CADFtest.Rnw
vignettes/CADFtest.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/coeffs_ct.Rd
man/CADFpvalues.Rd
man/residuals.CADFtest.Rd
man/summary.CADFtest.Rd
man/CADFtest.Rd
man/CADFtest-internal.Rd
man/plot.CADFtest.Rd
man/update.CADFtest.Rd
CADFtest documentation built on May 19, 2017, 8:45 p.m.

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