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fUnitRoots

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.

Versions across snapshots

VersionRepositoryFileSize
4052.82 rolling linux/jammy R-4.5 fUnitRoots_4052.82.tar.gz 589.6 KiB
4052.82 rolling linux/noble R-4.5 fUnitRoots_4052.82.tar.gz 589.5 KiB
4052.82 rolling source/ R- fUnitRoots_4052.82.tar.gz 534.1 KiB
4052.82 latest linux/jammy R-4.5 fUnitRoots_4052.82.tar.gz 589.6 KiB
4052.82 latest linux/noble R-4.5 fUnitRoots_4052.82.tar.gz 589.5 KiB
4052.82 latest source/ R- fUnitRoots_4052.82.tar.gz 534.1 KiB
4052.82 2026-04-26 source/ R- fUnitRoots_4052.82.tar.gz 534.1 KiB
4052.82 2026-04-23 source/ R- fUnitRoots_4052.82.tar.gz 534.1 KiB
4052.82 2026-04-09 windows/windows R-4.5 fUnitRoots_4052.82.zip 599.5 KiB
4040.81 2025-04-20 source/ R- fUnitRoots_4040.81.tar.gz 532.0 KiB

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