fUnitRoots: Rmetrics - Modelling Trends and Unit Roots
Version 3010.78

Environment for teaching "Financial Engineering and Computational Finance"

Browse man pages Browse package API and functions Browse package files

AuthorAuthor: Rmetrics Core Team, Yohan Chalabi [aut], Tobias Setz [aut], Diethelm Wuertz [aut, cre]
Date of publication2014-11-11 10:49:54
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3010.78
URL http://www.rmetrics.org
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fUnitRoots", repos="http://R-Forge.R-project.org")

Man pages

00fUnitroots-package: Modelling Trends and Unit Roots
DickeyFullerPValues: Dickey-Fuller p Values
MacKinnonPValues: MacKinnon's Unit Root p Values
UnitrootTests: Unit Root Time Series Tests
UnitrootUrcaInterface: Unit Root Time Series Tests

Functions

DickeyFullerPValues Man page
MacKinnonPValues Man page
UnitrootTests Man page
UnitrootUrcaInterface Man page
adfPlot Source code
adfTable Man page Source code
adfTest Man page Source code
fUnitRoots Man page
fUnitRoots-package Man page
onAttach Source code
padf Man page Source code
punitroot Man page Source code
qadf Man page Source code
qunitroot Man page Source code
strsplitUrcval Source code
unitrootTable Man page Source code
unitrootTest Man page Source code
urTest Source code
urcval Source code
urdfTest Man page Source code
urersTest Man page Source code
urkpssTest Man page Source code
urppTest Man page Source code
urspTest Man page Source code
urzaTest Man page Source code

Files

ChangeLog
DESCRIPTION
NAMESPACE
R
R/DickeyFullerPValues.R
R/MacKinnonPValues.R
R/UnitrootTests.R
R/UnitrootUrcaInterface.R
R/zzz.R
inst
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runTests.R
inst/unitTests/runit.DickeyFullerPValues.R
inst/unitTests/runit.MacKinnonPValues.R
inst/unitTests/runit.UnitRootUrcaInterface.R
inst/unitTests/runit.UnitrootTests.R
man
man/00fUnitroots-package.Rd
man/DickeyFullerPValues.Rd
man/MacKinnonPValues.Rd
man/UnitrootTests.Rd
man/UnitrootUrcaInterface.Rd
src
src/Makevars
src/UnitRootMacKinnon.f
fUnitRoots documentation built on May 21, 2017, 1 a.m.