UR_test  R Documentation 
The test proposed in Chang, Cheng and Yao (2021) for the following hypothesis testing problems:
H_0:Y_t \sim I(0)\ \ \mathrm{versus}\ \ H_1:Y_t \sim
I(d)\ \mathrm{for\ some\ integer\ }d \geq 2.
UR_test(Y, lagk.vec = NULL, con_vec = NULL, alpha = 0.05)
Y 

lagk.vec 
Time lag 
con_vec 
Constant 
alpha 
The prescribed significance level. Default is 0.05. 
An object of class "urtest" is a list containing the following components:
statistic 
A vector which represents the value of the test statistic,
the length of this vector is the same as 
reject 
A data matrix containing result with different arguments,
each column represents the results of different 
lag.vec 
The time lag used in function. 
method 
A character string indicating what method was performed. 
type 
A character string which map used on data matrix 
Chang, J., Cheng, G. & Yao, Q. (2021). Testing for unit roots based on sample autocovariances. Available at https://arxiv.org/abs/2006.07551
N=100
Y=arima.sim(list(ar=c(0.9)), n = 2*N, sd=sqrt(1))
con_vec=c(0.45,0.55,0.65)
lagk.vec=c(0,1,2)
UR_test(Y,lagk.vec=lagk.vec, con_vec=con_vec,alpha=0.05)
UR_test(Y,alpha=0.05)
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