BayesSplineUR
Bayesian Unit Root Test for AR(1) Model with Trend Approximated by Linear Spline Function
Performs Bayesian unit root testing for autoregressive time series models with non-linear trend components approximated by linear spline functions, as proposed by Kumar et al. (2020) <doi:10.19139/soic-2310-5070-786>. The package 'BayesSplineUR' computes posterior odds ratios, Bayes factors, and posterior probabilities for the unit root hypothesis against trend-stationary alternatives in models with linear spline trends or maintained polynomial trends as developed by Chaturvedi and Kumar (2005) <doi:10.1016/j.spl.2005.04.044>. Includes automatic knot selection using information criteria (AIC/BIC) and theoretical foundations for Bayesian unit root testing under structural breaks and maintained trends drawing from Schotman and van Dijk (1991) <doi:10.1016/0304-4076(91)90038-F>, Phillips and Perron (1988) <doi:10.1093/biomet/75.2.335>, Ouliaris et al. (1988) <doi:10.1007/978-94-009-2953-1_10>, and Perron (1989) <doi:10.2307/1913683>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | BayesSplineUR_0.1.0.tar.gz |
91.8 KiB |
0.1.0 |
rolling linux/noble R-4.5 | BayesSplineUR_0.1.0.tar.gz |
91.8 KiB |
0.1.0 |
rolling source/ R- | BayesSplineUR_0.1.0.tar.gz |
36.6 KiB |
0.1.0 |
latest linux/jammy R-4.5 | BayesSplineUR_0.1.0.tar.gz |
91.8 KiB |
0.1.0 |
latest linux/noble R-4.5 | BayesSplineUR_0.1.0.tar.gz |
91.8 KiB |
0.1.0 |
latest source/ R- | BayesSplineUR_0.1.0.tar.gz |
36.6 KiB |
0.1.0 |
2026-04-23 source/ R- | BayesSplineUR_0.1.0.tar.gz |
0 B |