uroot: Unit Root Tests and Graphics for Seasonal Time Series

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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.

Author
Javier Lopez-de-Lacalle <javlacalle@yahoo.es> and Ignacio Diaz-Emparanza <Ignacio.Diaz-Emparanza@ehu.es>
Date of publication
None
Maintainer
Carlos J. Gil Bellosta <cgb@datanalytics.com>
License
GPL version 2 or newer. The terms of this license are in a file called COPYING which is provided with R.
Version
1.5

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

Files in this package

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