fUnitRoots: Rmetrics - Modelling Trends and Unit Roots

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Author: Rmetrics Core Team, Yohan Chalabi [aut], Tobias Setz [aut], Diethelm Wuertz [aut, cre]
Date of publication
2014-11-11 10:49:54
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3010.78
URLs

View on R-Forge

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

Files in this package

fUnitRoots/ChangeLog
fUnitRoots/DESCRIPTION
fUnitRoots/NAMESPACE
fUnitRoots/R
fUnitRoots/R/DickeyFullerPValues.R
fUnitRoots/R/MacKinnonPValues.R
fUnitRoots/R/UnitrootTests.R
fUnitRoots/R/UnitrootUrcaInterface.R
fUnitRoots/R/zzz.R
fUnitRoots/inst
fUnitRoots/inst/unitTests
fUnitRoots/inst/unitTests/Makefile
fUnitRoots/inst/unitTests/runTests.R
fUnitRoots/inst/unitTests/runit.DickeyFullerPValues.R
fUnitRoots/inst/unitTests/runit.MacKinnonPValues.R
fUnitRoots/inst/unitTests/runit.UnitRootUrcaInterface.R
fUnitRoots/inst/unitTests/runit.UnitrootTests.R
fUnitRoots/man
fUnitRoots/man/00fUnitroots-package.Rd
fUnitRoots/man/DickeyFullerPValues.Rd
fUnitRoots/man/MacKinnonPValues.Rd
fUnitRoots/man/UnitrootTests.Rd
fUnitRoots/man/UnitrootUrcaInterface.Rd
fUnitRoots/src
fUnitRoots/src/Makevars
fUnitRoots/src/UnitRootMacKinnon.f