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boundedur  

Unit Root Tests for Bounded Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("boundedur", "1.0.1")



Attach the package and use:
library("boundedur")
Maintained by
Muhammad Alkhalaf
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-16
Latest Update: 2026-03-16
Description:
Implements unit root tests for bounded time series following Cavaliere and Xu (2014) <doi:10.1016/j.jeconom.2013.08.012>. Standard unit root tests (ADF, Phillips-Perron) have non-standard limiting distributions when the time series is bounded. This package provides modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed via Monte Carlo simulation of bounded Brownian motion. Supports one-sided (lower bound only) and two-sided bounds, with automatic lag selection using the MAIC criterion of Ng and Perron (2001) <doi:10.1111/1468-0262.00256>.
How to cite:
Muhammad Alkhalaf (2026). boundedur: Unit Root Tests for Bounded Time Series. R package version 1.0.1, https://cran.r-project.org/web/packages/boundedur. Accessed 06 Jun. 2026.
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