Installation and Loading | Installation | Load Package | Preliminary Analysis: Missing Values | Inspect Data for Missing Values | Checking Start and End Points of Time Series | Visualizing Missing Data | Augmented Dickey-Fuller Test | Univariate Bootstrap Unit Root Tests | Union of Rejections Test | Panel Unit Root Test | Tests for Multiple Time Series | Individual ADF Tests | Bootstrap Sequential Tests | Bootstrap FDR Controlling Tests | Determining Order of Integration | How does it work | Implementation | References
Package: bootUR 1.0.5
bootUR: Bootstrap Unit Root Tests
Set of functions to perform various bootstrap unit root tests for both individual time series (including augmented Dickey-Fuller test and union tests), multiple time series and panel data; see Smeekes and Wilms (2023) <doi:10.18637/jss.v106.i12>, Palm, Smeekes and Urbain (2008) <doi:10.1111/j.1467-9892.2007.00565.x>, Palm, Smeekes and Urbain (2011) <doi:10.1016/j.jeconom.2010.11.010>, Moon and Perron (2012) <doi:10.1016/j.jeconom.2012.01.008>, Smeekes and Taylor (2012) <doi:10.1017/S0266466611000387> and Smeekes (2015) <doi:10.1111/jtsa.12110> for key references.
Authors:
bootUR_1.0.5.tar.gz
bootUR_1.0.5.zip(r-4.7)bootUR_1.0.5.zip(r-4.6)bootUR_1.0.5.zip(r-4.5)
bootUR_1.0.5.tgz(r-4.6-x86_64)bootUR_1.0.5.tgz(r-4.6-arm64)bootUR_1.0.5.tgz(r-4.5-x86_64)bootUR_1.0.5.tgz(r-4.5-arm64)
bootUR_1.0.5.tar.gz(r-4.7-arm64)bootUR_1.0.5.tar.gz(r-4.7-x86_64)bootUR_1.0.5.tar.gz(r-4.6-arm64)bootUR_1.0.5.tar.gz(r-4.6-x86_64)
bootUR_1.0.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
bootUR/json (API)
| # Install 'bootUR' in R: |
| install.packages('bootUR', repos = c('https://smeekes.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/smeekes/bootur/issues
Pkgdown/docs site:https://stephansmeekes.com
Datasets:
- MacroTS - Macroeconomic Time Series
bootstrapdickey-fullerhypothesis-testtime-seriesunit-rootopenblascpp
Last updated from:98359f5496. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 171 | ||
| linux-devel-x86_64 | OK | 221 | ||
| source / vignettes | OK | 279 | ||
| linux-release-arm64 | OK | 167 | ||
| linux-release-x86_64 | OK | 222 | ||
| macos-release-arm64 | OK | 151 | ||
| macos-release-x86_64 | OK | 433 | ||
| macos-oldrel-arm64 | OK | 180 | ||
| macos-oldrel-x86_64 | OK | 288 | ||
| windows-devel | OK | 139 | ||
| windows-release | OK | 138 | ||
| windows-oldrel | OK | 144 | ||
| wasm-release | OK | 162 |
Exports:adfboot_adfboot_fdrboot_panelboot_sqtboot_unionboot_urcheck_missing_insample_valuesdiff_multfind_nonmissing_subsampleorder_integrationplot_missing_valuesplot_order_integration
Dependencies:latticenlmeparallellyRcppRcppArmadilloRcppParallelRcppThreadurca
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Augmented Dickey-Fuller Unit Root Test | adf |
| Bootstrap augmented Dickey-Fuller Unit Root Test | boot_adf |
| Bootstrap Unit Root Tests with False Discovery Rate control | boot_fdr |
| Panel Unit Root Test | boot_panel |
| Bootstrap Sequential Quantile Test | boot_sqt |
| Bootstrap Union Test for Unit Roots | boot_union |
| Individual Unit Root Tests without multiple testing control | boot_ur |
| Check Missing Values in Sample | check_missing_insample_values |
| Differences of Multiple Time Series | diff_mult |
| Find Non-Missing Subsamples | find_nonmissing_subsample |
| Macroeconomic Time Series | MacroTS |
| Determine Order of Integration | order_integration |
| Plot Missing Values | plot_missing_values |
| Plot Orders of Integration | plot_order_integration |
