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BayesURTrend  

Bayesian Unit Root Test for Model with Maintained Trend
View on CRAN: Click here


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

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

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



Attach the package and use:
library("BayesURTrend")
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 time series models with maintained polynomial trend components as proposed by Chaturvedi and Kumar (2005) <doi:10.1016/j.spl.2005.04.044>. The package 'BayesURTrend' computes posterior odds ratios, Bayes factors, and posterior probabilities for unit root hypotheses against stationary alternatives in autoregressive models augmented with polynomial trends. Methodological foundations for Bayesian unit root testing under structural breaks and maintained trends are drawn 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>, and Ouliaris et al. (1988) <doi:10.1007/978-94-009-2953-1_10>.
How to cite:
Shikhar Tyagi (2026). BayesURTrend: Bayesian Unit Root Test for Model with Maintained Trend. R package version 0.1.0, https://cran.r-project.org/web/packages/BayesURTrend. Accessed 24 Oct. 2026.
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