d9d6ka/RANEPA-R: Set of unit root and cointegration tests

This package contains a set of different unit root and cointegration tests in the presence of structural breaks in the data.

Getting started

Package details

AuthorAnton Skrobotov [aut, ctb], Alexey Tsarev [aut, ctb], Vadim Zyamalov [aut, cre, ctb]
MaintainerVadim Zyamalov <zyamalov@ranepa.ru>
LicenseGPL (>= 2)
Version1.0.3
URL https://github.com/d9d6ka/breaktest
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("d9d6ka/RANEPA-R")
d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.