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pdR  

Threshold Model and Unit Root Tests in Cross-Section and Time Series Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("pdR", "1.9.4")



Attach the package and use:
library("pdR")
Maintained by
Ho Tsung-wu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-09-01
Latest Update: 2024-08-18
Description:
Threshold model, panel version of Hylleberg et al. (1990) seasonal unit root tests, and panel unit root test of Chang (2002) .
How to cite:
Ho Tsung-wu (2014). pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data. R package version 1.9.4, https://cran.r-project.org/web/packages/pdR. Accessed 08 Oct. 2026.
Previous versions and publish date:
(2026-10-05 04:10), 1.1 (2014-09-01 10:36), 1.2 (2014-12-03 17:04), 1.3 (2015-05-16 09:44), 1.4 (2016-07-07 15:01), 1.5 (2017-02-01 08:34), 1.6 (2018-11-18 11:20), 1.7 (2019-07-07 06:40), 1.8 (2022-06-06 21:50), 1.9.1 (2023-08-21 12:50), 1.9.2 (2024-06-04 11:49), 1.9.3 (2024-08-18 15:10), 1.9.4 (2025-08-19 08:00)
Other packages that cited pdR R package
View pdR citation profile
Other R packages that pdR depends, imports, suggests or enhances
Complete documentation for pdR
Functions, R codes and Examples using the pdR R package
Some associated functions: HEGY.test . IGF . SMPLSplit_est . SMPLSplit_example . SMPLSplit_het . SeasComponent . bank_income . cigaretts . contts . crime . dur_john . hegy.reg . inf19 . inf_M . inf_Q . interpolpval . invest . ipsHEGY . lagSelect . lookupCVtable . model . pIGF . pdR-package . productivity . ptm . r_est . ret . selPabic . selPsignf . sse_calc . tbar . thr_sse . tr . 
Some associated R codes: SampleSplitting.R . hegy.R . ptm.R . unitRoot.R .  Full pdR package functions and examples
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