uroot: Unit Root Tests for Seasonal Time Series

Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests.

Package details

AuthorJavier López-de-Lacalle [aut], Georgi N. Boshnakov [cre]
MaintainerGeorgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
Package repositoryView on CRAN
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uroot documentation built on Aug. 20, 2019, 1:05 a.m.