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fUnitRoots  

Rmetrics - Modelling Trends and Unit Roots
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("fUnitRoots", "4040.81")



Attach the package and use:
library("fUnitRoots")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-10-02
Latest Update: 2022-08-06
Description:
Provides four addons for analyzing trends and unit roots in financial time series: (i) functions for the density and probability of the augmented Dickey-Fuller Test, (ii) functions for the density and probability of MacKinnon's unit root test statistics, (iii) reimplementations for the ADF and MacKinnon Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's unit root test suite.
How to cite:
Georgi N. Boshnakov (2007). fUnitRoots: Rmetrics - Modelling Trends and Unit Roots. R package version 4040.81, https://cran.r-project.org/web/packages/fUnitRoots. Accessed 22 Dec. 2024.
Previous versions and publish date:
260.71 (2007-10-02 13:22), 260.72 (2007-10-08 21:58), 270.73 (2008-10-23 18:54), 270.74 (2008-10-27 20:44), 290.75 (2009-04-16 09:01), 2100.76 (2012-10-29 08:58), 2160.77 (2012-12-10 17:26), 3010.78 (2013-06-24 01:55), 3042.79 (2017-11-16 23:42), 4021.80 (2022-08-06 16:00)
Other packages that cited fUnitRoots R package
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Other R packages that fUnitRoots depends, imports, suggests or enhances
Complete documentation for fUnitRoots
Functions, R codes and Examples using the fUnitRoots R package
Some associated functions: 00fUnitroots-package . DickeyFullerPValues . MacKinnonPValues . UnitrootTests . UnitrootUrcaInterface . 
Some associated R codes: DickeyFullerPValues.R . MacKinnonPValues.R . UnitrootTests.R . UnitrootUrcaInterface.R . zzz.R .  Full fUnitRoots package functions and examples
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