fUnitRoots (3042.79)

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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.

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]

License: GPL (>= 2)

Uses: fBasics, timeDate, timeSeries, urca, RUnit
Reverse depends: CADFtest, FinTS, Rmetrics
Reverse suggests: CADFtest, FinTS, MaxMC, pcts

Released over 2 years ago.

5 previous versions



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