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.

Install the latest version of this package by entering the following in R:
install.packages("uroot")
AuthorJavier López-de-Lacalle <javlacalle@yahoo.es>
Date of publication2017-01-29 16:25:31
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
LicenseGPL-2
Version2.0-9
https://jalobe.com

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Files

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

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