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NEWS.md
In boundedur: Unit Root Tests for Bounded Time Series
boundedur 1.0.0
- Initial CRAN release.
Features
boundedur(): Main function for bounded unit root tests- ADF-alpha and ADF-t tests
- M-type tests (MZ-alpha, MZ-t, MSB)
- Monte Carlo p-value computation
-
Support for one-sided and two-sided bounds
-
select_lag_maic(): MAIC lag selection (Ng & Perron, 2001)
-
simulate_bounded_bm(): Bounded Brownian motion simulation
References
- Cavaliere, G., & Xu, F. (2014). Testing for unit roots in bounded time series. Journal of Econometrics, 178(2), 259-272.
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boundedur documentation built on March 16, 2026, 5:08 p.m.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
boundedur 1.0.0
- Initial CRAN release.
Features
boundedur(): Main function for bounded unit root tests- ADF-alpha and ADF-t tests
- M-type tests (MZ-alpha, MZ-t, MSB)
- Monte Carlo p-value computation
-
Support for one-sided and two-sided bounds
-
select_lag_maic(): MAIC lag selection (Ng & Perron, 2001) -
simulate_bounded_bm(): Bounded Brownian motion simulation
References
- Cavaliere, G., & Xu, F. (2014). Testing for unit roots in bounded time series. Journal of Econometrics, 178(2), 259-272.
Try the boundedur package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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