fUnitRoots

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.

Last 30 days

This package has been downloaded 3,701 times in the last 30 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 34 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 42,305 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The day with the most downloads was Nov 26, 2024 with 362 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.