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. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.
|Author||Javier López-de-Lacalle <[email protected]>|
|Maintainer||Javier López-de-Lacalle <[email protected]>|
|Package repository||View on CRAN|
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