fUnitRoots

Rmetrics - Modelling Trends and Unit Roots

CRAN Package

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.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 3,774 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 124 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
116 downloadsMar 4, 2025
98 downloadsMar 5, 2025
77 downloadsMar 6, 2025
208 downloadsMar 7, 2025
71 downloadsMar 8, 2025
31 downloadsMar 9, 2025
50 downloadsMar 10, 2025
188 downloadsMar 11, 2025
98 downloadsMar 12, 2025
177 downloadsMar 13, 2025
116 downloadsMar 14, 2025
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84 downloadsMar 16, 2025
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180 downloadsMar 18, 2025
92 downloadsMar 19, 2025
277 downloadsMar 20, 2025
158 downloadsMar 21, 2025
52 downloadsMar 22, 2025
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142 downloadsMar 24, 2025
200 downloadsMar 25, 2025
99 downloadsMar 26, 2025
147 downloadsMar 27, 2025
170 downloadsMar 28, 2025
55 downloadsMar 29, 2025
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200 downloadsMar 31, 2025
207 downloadsApr 1, 2025
124 downloadsApr 2, 2025
0 downloadsApr 3, 2025
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0 downloadsApr 5, 2025
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277

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 42,363 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! 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.

Data provided by CRAN


Binaries


Dependencies

  • Imports3 packages
  • Suggests1 package
  • Reverse Suggests2 packages