fUnitRoots: Trends and Unit Roots
Version 3010.78

Environment for teaching "Financial Engineering and Computational Finance"

Browse man pages Browse package API and functions Browse package files

AuthorDiethelm Wuertz and many others, see the SOURCE file
Date of publication2013-06-24 01:55:20
MaintainerYohan Chalabi <yohan.chalabi@rmetrics.org>
LicenseGPL (>= 2)
Version3010.78
URL http://www.rmetrics.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fUnitRoots")

Man pages

DickeyFullerPValues: Dickey-Fuller p Values
MacKinnonPValues: MacKinnon's Unit Root p Values
UnitrootTests: Unit Root Time Series Tests
UnitrootUrcaInterface: Unit Root Time Series Tests

Functions

DickeyFullerPValues Man page
MacKinnonPValues Man page
UnitrootTests Man page
UnitrootUrcaInterface Man page
adfTable Man page
adfTest Man page
padf Man page
punitroot Man page
qadf Man page
qunitroot Man page
unitrootTable Man page
unitrootTest Man page
urdfTest Man page
urersTest Man page
urkpssTest Man page
urppTest Man page
urspTest Man page
urzaTest Man page

Files

MD5
src
src/UnitRootMacKinnon.f
src/Makevars
man
man/UnitrootUrcaInterface.Rd
man/UnitrootTests.Rd
man/MacKinnonPValues.Rd
man/DickeyFullerPValues.Rd
inst
inst/unitTests
inst/unitTests/runit.UnitrootTests.R
inst/unitTests/runit.UnitRootUrcaInterface.R
inst/unitTests/runit.MacKinnonPValues.R
inst/unitTests/runit.DickeyFullerPValues.R
inst/unitTests/runTests.R
inst/unitTests/Makefile
inst/COPYRIGHT.html
R
R/zzz.R
R/UnitrootUrcaInterface.R
R/UnitrootTests.R
R/MacKinnonPValues.R
R/DickeyFullerPValues.R
NAMESPACE
DESCRIPTION
ChangeLog
fUnitRoots documentation built on April 14, 2017, 2:44 p.m.