uroot (2.0-9)

0 users

Unit Root Tests for Seasonal Time Series.

https://jalobe.com
http://cran.r-project.org/web/packages/uroot

Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.

Maintainer: Javier L?pez-de-Lacalle
Author(s): Javier Lpez-de-Lacalle <javlacalle@yahoo.es>

License: GPL-2

Uses: Does not use any package
Reverse suggests: FinTS

Released 6 months ago.


3 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of uroot yet. Want to be the first? Write one now.


Related packages: ArDec, Ecdat, MSBVAR, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fArma, fGarch, fNonlinear, fame, fracdiff, fractal(20 best matches, based on common tags.)


Search for uroot on google, google scholar, r-help, r-devel.

Visit uroot on R Graphical Manual.