uroot (2.0-9)

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, forecast

Released almost 3 years ago.