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CADFtest
View on CRAN: Click
here
Download and install CADFtest package within the R console
Install from CRAN:
install.packages("CADFtest")
Install from Github:
library("remotes")
install_github("cran/CADFtest")
Install by package version:
library("remotes")
install_version("CADFtest", "0.3-3")
Attach the package and use:
library("CADFtest")
Maintained by
Claudio Lupi
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.CADFtest . CADFtest citation info . CADFtest results . CADFtest.pdf . CADFtest . CADFtest_0.3-3.tar.gz . CADFtest_0.3-3.zip . CADFtest_0.3-3.zip . CADFtest_0.3-3.zip . CADFtest_0.3-3.tgz . CADFtest_0.3-3.tgz . CADFtest_0.3-3.tgz . CADFtest_0.3-3.tgz . CADFtest_0.3-3.tgz . CADFtest_0.3-3.tgz . CADFtest archive . https://CRAN.R-project.org/package=CADFtest .
First Published: 2008-12-29
Latest Update: 2017-06-02
Description:
Hansen's (1995) Covariate-Augmented
Dickey-Fuller (CADF) test. The only required argument is y, the
Tx1 time series to be tested. If no stationary covariate X is
passed to the procedure, then an ordinary ADF test is
performed. The p-values of the test are computed using the
procedure illustrated in Lupi (2009).
How to cite:
Claudio Lupi (2008). CADFtest: A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests. R package version 0.3-3, https://cran.r-project.org/web/packages/CADFtest. Accessed 29 Mar. 2025.
Previous versions and publish date:
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Other R packages that CADFtest depends,
imports, suggests or enhances
Complete documentation for CADFtest
Functions, R codes and Examples using
the CADFtest R package
Some associated functions: CADFpvalues . CADFtest-internal . CADFtest . coeffs_ct . plot.CADFtest . residuals.CADFtest . summary.CADFtest . update.CADFtest .
Some associated R codes: CADFpvalues.R . CADFtest.R . CADFtest.default.R . CADFtest.formula.R . bread.mlm.R . estfun.mlm.R . plot.CADFtest.R . print.CADFtestsummary.R . residuals.CADFtest.R . summary.CADFtest.R . update.CADFtest.R . Full CADFtest package functions and examples
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