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. 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.

Package details

AuthorJavier López-de-Lacalle <[email protected]>
MaintainerJavier López-de-Lacalle <[email protected]>
URL https://jalobe.com
Package repositoryView on CRAN
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uroot documentation built on May 29, 2017, 11:21 p.m.