fUnitRoots
Rmetrics - Modelling Trends and Unit Roots
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.
- https://r-forge.r-project.org/scm/viewvc.php/pkg/fUnitRoots/?root=rmetrics
- https://www.rmetrics.org
- File a bug report
- fUnitRoots results
- fUnitRoots.pdf
- Version4040.81
- R version≥ 2.15.1
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release05/15/2024
Documentation
Team
Georgi N. Boshnakov
Diethelm Wuertz
Show author detailsRolesAuthorTobias Setz
Show author detailsRolesAuthorYohan Chalabi
Show author detailsRolesAuthor
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- Depends1 package
- Imports7 packages
- Suggests1 package
- Reverse Suggests2 packages