unitrootests
Comprehensive Unit Root and Stationarity Tests
A unified framework for unit root and stationarity testing including quantile ADF tests (Koenker and Xiao, 2004) <doi:10.1198/016214504000001114>, GARCH-based unit root tests with endogenous structural breaks (Narayan and Liu, 2015) <doi:10.1016/j.eneco.2014.11.021>, and comprehensive Dickey-Fuller, Phillips-Perron, KPSS, ERS/DF-GLS, Zivot-Andrews, and Kobayashi-McAleer tests with an Elder-Kennedy decision strategy (Elder and Kennedy, 2001) <doi:10.1080/00220480109595179>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
rolling linux/jammy R-4.5 | unitrootests_1.1.0.tar.gz |
81.2 KiB |
1.1.0 |
rolling linux/noble R-4.5 | unitrootests_1.1.0.tar.gz |
81.1 KiB |
1.1.0 |
rolling source/ R- | unitrootests_1.1.0.tar.gz |
18.7 KiB |
1.1.0 |
latest linux/jammy R-4.5 | unitrootests_1.1.0.tar.gz |
81.2 KiB |
1.1.0 |
latest linux/noble R-4.5 | unitrootests_1.1.0.tar.gz |
81.1 KiB |
1.1.0 |
latest source/ R- | unitrootests_1.1.0.tar.gz |
18.7 KiB |
1.1.0 |
2026-04-26 source/ R- | unitrootests_1.1.0.tar.gz |
18.7 KiB |
1.1.0 |
2026-04-23 source/ R- | unitrootests_1.1.0.tar.gz |
18.7 KiB |
1.1.0 |
2026-04-09 windows/windows R-4.5 | unitrootests_1.1.0.zip |
83.8 KiB |