uroot: Unit Root Tests and Graphics for Seasonal Time Series

This package contains several functions for analysing quarterly and monthly time series. Unit root test: ADF, KPSS, HEGY, and CH, as well as graphics: Buys-Ballot and seasonal cycles, among others, have been implemented to accomplish either an analytical or a graphical analysis. Combined use of both enables the user to characterize the seasonality as deterministic, stochastic or a mixture of them. An easy to use graphical user interface is also provided to run some of the implemented functions.

AuthorJavier Lopez-de-Lacalle <javlacalle@yahoo.es> and Ignacio Diaz-Emparanza <Ignacio.Diaz-Emparanza@ehu.es>
Date of publicationNone
MaintainerCarlos J. Gil Bellosta <cgb@datanalytics.com>
LicenseGPL version 2 or newer. The terms of this license are in a file called COPYING which is provided with R.
Version1.5

View on R-Forge

Man pages

adfrecst-class: "adfrecst" Class

ADF.rectest: Augmented Dickey-Fuller Recursive Test

adfstat-class: "adfstat" Class

ADF.test: Augmented Dickey-Fuller Test

as.numeric-methods: Methods for Function as.numeric in Package 'uroot'

as.vdate-methods: Methods for Function as.vdate in Package 'uroot'

bb3D: Buys-Ballot 3D Plot

bbaplot: Buys-Ballot Anual Path Plot

bbcn: Buys-Ballot Contour Plot

bbplot: Buys-Ballot Plot for Seasonal Time Series

chrecst-class: "chrecst" Class

CH.rectest: Canova-Hansen Recursive Test

chstat-class: "chstat" Class

CH.test: Canova-Hansen Test

factorsdiff: Factor Seasonal Differencing Filter

hegyrecst-class: "hegyrecst" Class

HEGY.rectest: Hylleberg-Engle-Granger-Yoo Recursive Test

hegystat-class: "hegystat" Class

HEGY.test: Hylleberg-Engle-Granger-Yoo Test

kpssrecst-class: "kpssrecst" Class

KPSS.rectest: Kwiatkowski-Phillips-Schmidt-Shin Recursive Test

kpssstat-class: "kpssstat" Class

KPSS.test: Kwiatkowski-Phillips-Schmidt-Shin Test

maybeLags-class: Class "maybeLags" ~~~

maybeRegvar-class: "maybeRegvar" Class

mccapv: Macroeconomic Time Series from the CAPV

mces: Macroeconomic Time Series from the CAPV

mcmisc: Quarterly Macroeconomic Time Series Data Set

Mdates: Determine the Location in the Sample of a Date and vice versa

Msts: Matrix with Seasonal Data

plotcycles: Plot Long-run and Seasonal Cycles

plot-methods: Methods for Function plot in Package 'uroot'

recadf.save.xtable: Save a Summary on the ADF Recursive Test to LaTeX or HTML...

recch.save.xtable: Save a Summary on the CH Recursive Test to LaTeX or HTML File

rechegy.save.xtable: Save a Summary on the HEGY Recursive Test to LaTeX or HTML...

reckpss.save.xtable: Save a Summary on the KPSS Recursive Test to LaTeX or HTML...

save.xtable-methods: Methods for Function save.xtable in Package 'uroot'

show-methods: Methods for Function show in Package 'uroot'

stepdate-methods: Methods for Function stepdate in Package 'uroot'

summary-methods: Methods for Function summary in Package 'uroot'

urootgui: uroot R-GUI

urt.xtable-methods: Methods for Function urt.xtable in Package 'uroot'

vdate-class: "vdate" Class

Functions

adfrecst-class Man page
ADF.rectest Man page
adfstat-class Man page
ADF.test Man page
as.numeric-methods Man page
as.numeric,vdate-method Man page
as.vdate,ANY-method Man page
as.vdate-methods Man page
as.vdate,ts-method Man page
bb3D Man page
bbaplot Man page
bbcn Man page
bbplot Man page
chrecst-class Man page
CH.rectest Man page
chstat-class Man page
CH.test Man page
factorsdiff Man page
hegyrecst-class Man page
HEGY.rectest Man page
hegystat-class Man page
HEGY.test Man page
kpssrecst-class Man page
KPSS.rectest Man page
kpssstat-class Man page
KPSS.test Man page
maybeLags-class Man page
maybeRegvar-class Man page
mccapv Man page
mces Man page
mcmisc Man page
Mdates Man page
Msts Man page
plot,adfrecst,missing-method Man page
plot,chrecst,missing-method Man page
plotcycles Man page
plot,hegyrecst,missing-method Man page
plot,kpssrecst,missing-method Man page
plot-methods Man page
recadf.save.xtable Man page
recch.save.xtable Man page
rechegy.save.xtable Man page
reckpss.save.xtable Man page
save.xtable,adfstat-method Man page
save.xtable,chstat-method Man page
save.xtable,hegystat-method Man page
save.xtable,kpssstat-method Man page
save.xtable-methods Man page
show,adfrecst-method Man page
show,adfstat-method Man page
show,chrecst-method Man page
show,chstat-method Man page
show,hegyrecst-method Man page
show,hegystat-method Man page
show,kpssrecst-method Man page
show,kpssstat-method Man page
show-methods Man page
show,vdate-method Man page
stepdate,ANY-method Man page
stepdate-methods Man page
stepdate,vdate-method Man page
summary,adfstat-method Man page
summary,hegystat-method Man page
summary-methods Man page
urootgui Man page
urt.xtable,adfstat-method Man page
urt.xtable,chstat-method Man page
urt.xtable,hegystat-method Man page
urt.xtable,kpssstat-method Man page
urt.xtable-methods Man page
vdate-class Man page

Files

uroot
uroot/INDEX
uroot/data
uroot/data/source_capv
uroot/data/mccapv.rda
uroot/data/source_franses
uroot/data/source_es
uroot/data/mces.rda
uroot/data/mcmisc.rda
uroot/R
uroot/R/hegy.R
uroot/R/ch.R
uroot/R/graphics.R
uroot/R/urt-cvtables.R
uroot/R/makegui.R
uroot/R/xtable.R
uroot/R/misc.R
uroot/R/rec-test.R
uroot/R/urootgui.R
uroot/R/kpss.R
uroot/R/stepdate.R uroot/R/adf.R
uroot/NAMESPACE
uroot/inst
uroot/inst/BWidget-1.7.0
uroot/inst/BWidget-1.7.0/CHANGES.txt
uroot/inst/BWidget-1.7.0/dynhelp.tcl
uroot/inst/BWidget-1.7.0/mainframe.tcl
uroot/inst/BWidget-1.7.0/label.tcl
uroot/inst/BWidget-1.7.0/buttonbox.tcl
uroot/inst/BWidget-1.7.0/passwddlg.tcl
uroot/inst/BWidget-1.7.0/labelentry.tcl
uroot/inst/BWidget-1.7.0/messagedlg.tcl
uroot/inst/BWidget-1.7.0/Makefile.in
uroot/inst/BWidget-1.7.0/init.tcl
uroot/inst/BWidget-1.7.0/spinbox.tcl
uroot/inst/BWidget-1.7.0/README.txt
uroot/inst/BWidget-1.7.0/wizard.tcl
uroot/inst/BWidget-1.7.0/configure.in
uroot/inst/BWidget-1.7.0/scrollview.tcl
uroot/inst/BWidget-1.7.0/tests
uroot/inst/BWidget-1.7.0/tests/entry.test
uroot/inst/BWidget-1.7.0/scrollw.tcl
uroot/inst/BWidget-1.7.0/panedw.tcl
uroot/inst/BWidget-1.7.0/listbox.tcl
uroot/inst/BWidget-1.7.0/notebook.tcl
uroot/inst/BWidget-1.7.0/dialog.tcl
uroot/inst/BWidget-1.7.0/color.tcl
uroot/inst/BWidget-1.7.0/BWman
uroot/inst/BWidget-1.7.0/BWman/TitleFrame.html
uroot/inst/BWidget-1.7.0/BWman/SpinBox.html
uroot/inst/BWidget-1.7.0/BWman/MainFrame.html
uroot/inst/BWidget-1.7.0/BWman/ProgressBar.html
uroot/inst/BWidget-1.7.0/BWman/LabelEntry.html
uroot/inst/BWidget-1.7.0/BWman/ScrolledWindow.html
uroot/inst/BWidget-1.7.0/BWman/PasswdDlg.html
uroot/inst/BWidget-1.7.0/BWman/Widget.html
uroot/inst/BWidget-1.7.0/BWman/Tree.html
uroot/inst/BWidget-1.7.0/BWman/Label.html
uroot/inst/BWidget-1.7.0/BWman/SelectColor.html
uroot/inst/BWidget-1.7.0/BWman/LabelFrame.html
uroot/inst/BWidget-1.7.0/BWman/Button.html
uroot/inst/BWidget-1.7.0/BWman/Entry.html
uroot/inst/BWidget-1.7.0/BWman/ProgressDlg.html
uroot/inst/BWidget-1.7.0/BWman/index.html
uroot/inst/BWidget-1.7.0/BWman/navtree.html
uroot/inst/BWidget-1.7.0/BWman/DynamicHelp.html
uroot/inst/BWidget-1.7.0/BWman/Separator.html
uroot/inst/BWidget-1.7.0/BWman/Dialog.html
uroot/inst/BWidget-1.7.0/BWman/options.htm
uroot/inst/BWidget-1.7.0/BWman/PanedWindow.html
uroot/inst/BWidget-1.7.0/BWman/ScrollView.html
uroot/inst/BWidget-1.7.0/BWman/PagesManager.html
uroot/inst/BWidget-1.7.0/BWman/DragSite.html
uroot/inst/BWidget-1.7.0/BWman/ArrowButton.html
uroot/inst/BWidget-1.7.0/BWman/MessageDlg.html
uroot/inst/BWidget-1.7.0/BWman/ListBox.html
uroot/inst/BWidget-1.7.0/BWman/NoteBook.html
uroot/inst/BWidget-1.7.0/BWman/ButtonBox.html
uroot/inst/BWidget-1.7.0/BWman/DropSite.html
uroot/inst/BWidget-1.7.0/BWman/BWidget.html
uroot/inst/BWidget-1.7.0/BWman/contents.html
uroot/inst/BWidget-1.7.0/BWman/ComboBox.html
uroot/inst/BWidget-1.7.0/BWman/ScrollableFrame.html
uroot/inst/BWidget-1.7.0/BWman/SelectFont.html
uroot/inst/BWidget-1.7.0/labelframe.tcl
uroot/inst/BWidget-1.7.0/arrow.tcl
uroot/inst/BWidget-1.7.0/dropsite.tcl
uroot/inst/BWidget-1.7.0/LICENSE.txt
uroot/inst/BWidget-1.7.0/widget.tcl
uroot/inst/BWidget-1.7.0/separator.tcl
uroot/inst/BWidget-1.7.0/ChangeLog
uroot/inst/BWidget-1.7.0/combobox.tcl
uroot/inst/BWidget-1.7.0/pkgIndex.tcl
uroot/inst/BWidget-1.7.0/aclocal.m4
uroot/inst/BWidget-1.7.0/xpm2image.tcl
uroot/inst/BWidget-1.7.0/pagesmgr.tcl
uroot/inst/BWidget-1.7.0/progressdlg.tcl
uroot/inst/BWidget-1.7.0/dragsite.tcl
uroot/inst/BWidget-1.7.0/utils.tcl
uroot/inst/BWidget-1.7.0/font.tcl
uroot/inst/BWidget-1.7.0/entry.tcl
uroot/inst/BWidget-1.7.0/scrollframe.tcl
uroot/inst/BWidget-1.7.0/button.tcl
uroot/inst/BWidget-1.7.0/lang
uroot/inst/BWidget-1.7.0/lang/de.rc
uroot/inst/BWidget-1.7.0/lang/fr.rc
uroot/inst/BWidget-1.7.0/lang/es.rc
uroot/inst/BWidget-1.7.0/lang/en.rc
uroot/inst/BWidget-1.7.0/images
uroot/inst/BWidget-1.7.0/images/new.gif
uroot/inst/BWidget-1.7.0/images/open.gif
uroot/inst/BWidget-1.7.0/images/bold.gif
uroot/inst/BWidget-1.7.0/images/paste.gif
uroot/inst/BWidget-1.7.0/images/hourglass.gif
uroot/inst/BWidget-1.7.0/images/file.gif
uroot/inst/BWidget-1.7.0/images/folder.gif
uroot/inst/BWidget-1.7.0/images/copy.gif
uroot/inst/BWidget-1.7.0/images/undo.gif
uroot/inst/BWidget-1.7.0/images/target.xbm
uroot/inst/BWidget-1.7.0/images/passwd.gif
uroot/inst/BWidget-1.7.0/images/dragfile.gif
uroot/inst/BWidget-1.7.0/images/overstrike.gif
uroot/inst/BWidget-1.7.0/images/plus.xbm
uroot/inst/BWidget-1.7.0/images/error.gif
uroot/inst/BWidget-1.7.0/images/opcopy.xbm
uroot/inst/BWidget-1.7.0/images/oplink.xbm
uroot/inst/BWidget-1.7.0/images/warning.gif
uroot/inst/BWidget-1.7.0/images/underline.gif
uroot/inst/BWidget-1.7.0/images/openfold.gif
uroot/inst/BWidget-1.7.0/images/palette.gif
uroot/inst/BWidget-1.7.0/images/dragicon.gif
uroot/inst/BWidget-1.7.0/images/italic.gif
uroot/inst/BWidget-1.7.0/images/print.gif
uroot/inst/BWidget-1.7.0/images/redo.gif
uroot/inst/BWidget-1.7.0/images/question.gif
uroot/inst/BWidget-1.7.0/images/opmove.xbm
uroot/inst/BWidget-1.7.0/images/save.gif
uroot/inst/BWidget-1.7.0/images/info.gif
uroot/inst/BWidget-1.7.0/images/cut.gif
uroot/inst/BWidget-1.7.0/images/minus.xbm
uroot/inst/BWidget-1.7.0/demo
uroot/inst/BWidget-1.7.0/demo/basic.tcl
uroot/inst/BWidget-1.7.0/demo/select.tcl
uroot/inst/BWidget-1.7.0/demo/bwidget.xbm
uroot/inst/BWidget-1.7.0/demo/dnd.tcl
uroot/inst/BWidget-1.7.0/demo/manager.tcl
uroot/inst/BWidget-1.7.0/demo/demo.tcl
uroot/inst/BWidget-1.7.0/demo/tmpldlg.tcl
uroot/inst/BWidget-1.7.0/demo/x1.xbm
uroot/inst/BWidget-1.7.0/demo/tree.tcl
uroot/inst/BWidget-1.7.0/bitmap.tcl
uroot/inst/BWidget-1.7.0/progressbar.tcl
uroot/inst/BWidget-1.7.0/tree.tcl
uroot/inst/BWidget-1.7.0/titleframe.tcl
uroot/inst/CHANGES
uroot/DESCRIPTION
uroot/man
uroot/man/recadf.save.xtable.Rd uroot/man/urt.xtable-methods.Rd uroot/man/summary-methods.Rd uroot/man/Mdates.Rd uroot/man/as.numeric-methods.Rd uroot/man/KPSS.test.Rd uroot/man/KPSS.rectest.Rd uroot/man/CH.test.Rd uroot/man/bb3D.Rd uroot/man/plotcycles.Rd uroot/man/vdate-class.Rd uroot/man/show-methods.Rd uroot/man/adfstat-class.Rd uroot/man/Msts.Rd uroot/man/HEGY.rectest.Rd uroot/man/hegyrecst-class.Rd uroot/man/chrecst-class.Rd uroot/man/reckpss.save.xtable.Rd uroot/man/factorsdiff.Rd uroot/man/mces.Rd uroot/man/maybeRegvar-class.Rd uroot/man/kpssstat-class.Rd uroot/man/chstat-class.Rd uroot/man/maybeLags-class.Rd uroot/man/HEGY.test.Rd uroot/man/hegystat-class.Rd uroot/man/bbplot.Rd uroot/man/plot-methods.Rd uroot/man/recch.save.xtable.Rd uroot/man/mccapv.Rd uroot/man/adfrecst-class.Rd uroot/man/rechegy.save.xtable.Rd uroot/man/as.vdate-methods.Rd uroot/man/mcmisc.Rd uroot/man/stepdate-methods.Rd uroot/man/CH.rectest.Rd uroot/man/ADF.rectest.Rd uroot/man/bbcn.Rd uroot/man/save.xtable-methods.Rd uroot/man/kpssrecst-class.Rd uroot/man/ADF.test.Rd uroot/man/urootgui.Rd uroot/man/bbaplot.Rd

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