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unitrootests
View on CRAN: Click
here
Download and install unitrootests package within the R console
Install from CRAN:
install.packages("unitrootests")
Install from Github:
library("remotes")
install_github("cran/unitrootests") Install by package version:
library("remotes")
install_version("unitrootests", "1.0.0") Attach the package and use:
library("unitrootests")
Maintained by
Muhammad Abdullah Alkhalaf
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All associated links for this package
First Published: 2026-03-27
Latest Update: 2026-03-27
Description:
A unified framework for unit root and stationarity testing including quantile ADF tests (Koenker and Xiao, 2004) <doi:10.1198/016214504000001114>, GARCH-based unit root tests with endogenous structural breaks (Narayan and Liu, 2015) <doi:10.1016/j.eneco.2014.11.021>, and comprehensive Dickey-Fuller, Phillips-Perron, KPSS, ERS/DF-GLS, Zivot-Andrews, and Kobayashi-McAleer tests with an Elder-Kennedy decision strategy (Elder and Kennedy, 2001) <doi:10.1080/00220480109595179>.
How to cite:
Muhammad Abdullah Alkhalaf (2026). unitrootests: Comprehensive Unit Root and Stationarity Tests. R package version 1.0.0, https://cran.r-project.org/web/packages/unitrootests. Accessed 29 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:57), 1.0.0 (2026-03-27 12:10)
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