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.

Author
Javier López-de-Lacalle <javlacalle@yahoo.es>
Date of publication
2016-03-19 14:38:40
Maintainer
Javier López-de-Lacalle <javlacalle@yahoo.es>
License
GPL-2
Version
2.0-5
URLs

View on CRAN

Man pages

bgt-data
BGT-data Sample Data Set
ch-data
CH-data Sample Data Set
ch-rs-pvalue
P-values for the CH test statistic
ch-test
Canova and Hansen Test for Seasonal Stability
hegy-boot-pval
Bootstrapped P-Values for the HEGY Test Statistics
hegy-rs-pvalue
P-values based on response surface regressions for the HEGY...
hegy-test
Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit...
seasonal-dummies-cycles
Seasonal Dummies and Seasonal Cycles
uroot-package
Unit Root Tests for Seasonal Time Series
uroot-raw-pvalues
Original Tables of Critical Values

Files in this package

uroot
uroot/inst
uroot/inst/doc
uroot/inst/doc/index.html
uroot/configure.ac
uroot/src
uroot/src/dev-fnc.cu
uroot/src/uroot.cpp
uroot/src/Makevars.in
uroot/src/dev-fnc.h
uroot/src/kernel.h
uroot/src/Makevars.win
uroot/src/kernel.cu
uroot/NAMESPACE
uroot/NEWS
uroot/data
uroot/data/ch-data.rda
uroot/data/bgt-data.rda
uroot/R
uroot/R/hegy-test.R.in
uroot/R/ch-test.R
uroot/R/ch-test-print.R
uroot/R/sysdata.rda
uroot/R/tables-critical-values.R
uroot/R/hegy-boot-pval.R
uroot/R/hegy-test-print.R
uroot/R/seasonal-dummies-cycles.R
uroot/R/hegy-rs-pvalue.R
uroot/R/ch-rs-pvalue.R
uroot/R/hegy-regressors.R
uroot/MD5
uroot/README
uroot/DESCRIPTION
uroot/configure
uroot/man
uroot/man/ch-rs-pvalue.Rd
uroot/man/ch-test.Rd
uroot/man/hegy-test.Rd
uroot/man/hegy-rs-pvalue.Rd
uroot/man/bgt-data.Rd
uroot/man/uroot-raw-pvalues.Rd
uroot/man/ch-data.Rd
uroot/man/uroot-package.Rd
uroot/man/seasonal-dummies-cycles.Rd
uroot/man/hegy-boot-pval.Rd
uroot/configure.win
uroot/tools
uroot/tools/install-sh
uroot/tools/missing
uroot/tools/win
uroot/tools/win/install-sh
uroot/tools/win/missing
uroot/tools/win/mkinstalldirs