fUnitRoots: Rmetrics - Modelling Trends and Unit Roots
Version 3042.79

Provides four addons for analyzing trends and unit roots in financial time series: (i) functions for the density and probability of the augmented Dickey-Fuller Test, (ii) functions for the density and probability of MacKinnon's unit root test statistics, (iii) reimplementations for the ADF and MacKinnon Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's unit root test suite.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2017-11-15 20:03:31
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fUnitRoots", repos="")

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fUnitRoots documentation built on Nov. 17, 2017, 2:20 p.m.