uroot (2.0-11)

Unit Root Tests for Seasonal Time Series.


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: Georgi N. Boshnakov
Author(s): Javier Lpez-de-Lacalle [aut], Georgi N. Boshnakov [cre]

License: GPL-2

Uses: Does not use any package
Reverse suggests: FinTS, forecast

Released 4 months ago.