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BayesSplineUR  

Bayesian Unit Root Test for AR(1) Model with Trend Approximated by Linear Spline Function
View on CRAN: Click here


Download and install BayesSplineUR package within the R console
Install from CRAN:
install.packages("BayesSplineUR")

Install from Github:
library("remotes")
install_github("cran/BayesSplineUR")

Install by package version:
library("remotes")
install_version("BayesSplineUR", "0.1.0")



Attach the package and use:
library("BayesSplineUR")
Maintained by
Shikhar Tyagi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-08-06
Latest Update: 2026-08-06
Description:
Performs Bayesian unit root testing for autoregressive time series models with non-linear trend components approximated by linear spline functions, as proposed by Kumar et al. (2020) <doi:10.19139/soic-2310-5070-786>. The package 'BayesSplineUR' computes posterior odds ratios, Bayes factors, and posterior probabilities for the unit root hypothesis against trend-stationary alternatives in models with linear spline trends or maintained polynomial trends as developed by Chaturvedi and Kumar (2005) <doi:10.1016/j.spl.2005.04.044>. Includes automatic knot selection using information criteria (AIC/BIC) and theoretical foundations for Bayesian unit root testing under structural breaks and maintained trends drawing from Schotman and van Dijk (1991) <doi:10.1016/0304-4076(91)90038-F>, Phillips and Perron (1988) <doi:10.1093/biomet/75.2.335>, Ouliaris et al. (1988) <doi:10.1007/978-94-009-2953-1_10>, and Perron (1989) <doi:10.2307/1913683>.
How to cite:
Shikhar Tyagi (2026). BayesSplineUR: Bayesian Unit Root Test for AR(1) Model with Trend Approximated by Linear Spline Function. R package version 0.1.0, https://cran.r-project.org/web/packages/BayesSplineUR. Accessed 24 Oct. 2026.
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