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.

Getting started

Package details

AuthorJavier Lopez-de-Lacalle <javlacalle@yahoo.es> and Ignacio Diaz-Emparanza <Ignacio.Diaz-Emparanza@ehu.es>
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
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("uroot", repos="http://R-Forge.R-project.org")

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uroot documentation built on May 2, 2019, 6:49 p.m.