Package: bootUR 1.0.4

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:Stephan Smeekes [cre, aut], Ines Wilms [aut]

bootUR_1.0.4.tar.gz
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bootUR.pdf |bootUR.html
bootUR/json (API)
NEWS

# Install 'bootUR' in R:
install.packages('bootUR', repos = c('https://smeekes.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/smeekes/bootur/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • MacroTS - Macroeconomic Time Series

On CRAN:

bootstrapdickey-fullerhypothesis-testtime-seriesunit-root

5.91 score 9 stars 30 scripts 625 downloads 13 exports 8 dependencies

Last updated 6 months agofrom:20350c13f8. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 17 2024
R-4.5-win-x86_64NOTEOct 17 2024
R-4.5-linux-x86_64NOTEOct 17 2024
R-4.4-win-x86_64NOTEOct 17 2024
R-4.4-mac-x86_64NOTEOct 17 2024
R-4.4-mac-aarch64NOTEOct 17 2024
R-4.3-win-x86_64NOTEOct 17 2024
R-4.3-mac-x86_64NOTEOct 17 2024
R-4.3-mac-aarch64NOTEOct 17 2024

Exports:adfboot_adfboot_fdrboot_panelboot_sqtboot_unionboot_urcheck_missing_insample_valuesdiff_multfind_nonmissing_subsampleorder_integrationplot_missing_valuesplot_order_integration

Dependencies:latticenlmeparallellyRcppRcppArmadilloRcppParallelRcppThreadurca

Introduction to bootUR

Rendered frombootUR.Rmdusingknitr::rmarkdownon Oct 17 2024.

Last update: 2024-05-17
Started: 2024-05-17