fUnitRoots: Trends and Unit Roots

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Diethelm Wuertz and many others, see the SOURCE file
Date of publication
2013-06-24 01:55:20
Maintainer
Yohan Chalabi <yohan.chalabi@rmetrics.org>
License
GPL (>= 2)
Version
3010.78
URLs

View on CRAN

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

Files in this package

fUnitRoots
fUnitRoots/MD5
fUnitRoots/src
fUnitRoots/src/UnitRootMacKinnon.f
fUnitRoots/src/Makevars
fUnitRoots/man
fUnitRoots/man/UnitrootUrcaInterface.Rd
fUnitRoots/man/UnitrootTests.Rd
fUnitRoots/man/MacKinnonPValues.Rd
fUnitRoots/man/DickeyFullerPValues.Rd
fUnitRoots/inst
fUnitRoots/inst/unitTests
fUnitRoots/inst/unitTests/runit.UnitrootTests.R
fUnitRoots/inst/unitTests/runit.UnitRootUrcaInterface.R
fUnitRoots/inst/unitTests/runit.MacKinnonPValues.R
fUnitRoots/inst/unitTests/runit.DickeyFullerPValues.R
fUnitRoots/inst/unitTests/runTests.R
fUnitRoots/inst/unitTests/Makefile
fUnitRoots/inst/COPYRIGHT.html
fUnitRoots/R
fUnitRoots/R/zzz.R
fUnitRoots/R/UnitrootUrcaInterface.R
fUnitRoots/R/UnitrootTests.R
fUnitRoots/R/MacKinnonPValues.R
fUnitRoots/R/DickeyFullerPValues.R
fUnitRoots/NAMESPACE
fUnitRoots/DESCRIPTION
fUnitRoots/ChangeLog