• urca

  • Referenced in 15 articles [sw12245]
  • package urca: Unit root and cointegration tests for time series data. Unit root and cointegration...
  • ESTAR

  • Referenced in 14 articles [sw03194]
  • parametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth...
  • fUnitRoots

  • Referenced in 5 articles [sw25516]
  • package fUnitRoots: Rmetrics - Modelling Trends and Unit Roots. Provides four addons for analyzing trends ... unit roots in financial time series: (i) functions for the density and probability ... density and probability of MacKinnon’s unit root test statistics, (iii) reimplementations ... MacKinnon Test, and (iv) an ’urca’ Unit Root Test Interface for Pfaff’s unit root...
  • Algorithm 800

  • Referenced in 11 articles [sw04405]
  • square root of the unit rounding error. Such a loss of accuracy may sometimes...
  • PANICr

  • Referenced in 3 articles [sw11346]
  • valid pooling methods that allow panel unit root tests tests to be constructed. PANIC ... bias correction for the idiosyncratic unit root test of PANIC (2004). The PANIC model approximates...
  • uroot

  • Referenced in 2 articles [sw18480]
  • package uroot. Unit Root Tests for Seasonal Time Series. Seasonal unit roots and seasonal stability ... bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method...
  • mleur

  • Referenced in 2 articles [sw07440]
  • Developments in maximum likelihood unit root tests. The exact maximum likelihood estimate provides a test ... statistic for the unit root test that is more powerful than the usual least-squares...
  • QROOT

  • Referenced in 16 articles [sw07929]
  • them. Roots that are outside may be brought inside the unit circle using a suitable ... robust, fast and accurate method of finding roots. Since it bypasses both deflation and suppression...
  • pdR

  • Referenced in 1 article [sw18760]
  • package pdR. pdR: Threshold Model and Unit Root Tests in Panel Data. Threshold model, panel ... href=”http://dx.doi.org/10.1016/0304-4076(90)90080-D”>doi:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang...
  • CADFtest

  • Referenced in 2 articles [sw25514]
  • Perform Covariate Augmented Dickey-Fuller Unit Root Tests. Hansen’s (1995) Covariate-Augmented Dickey-Fuller...
  • IPSHIN

  • Referenced in 1 article [sw31888]
  • perform Im-Pesaran-Shin panel unit root test. ipshin estimates the t-test for unit ... roots in heterogeneous panels developed by Im, Pesaran and Shin (IPS, 1997). It allows ... individual Dickey-Fuller t-statistics of each unit in the panel, the IPS test assumes...
  • bootUR

  • Referenced in 1 article [sw34063]
  • package bootUR: Bootstrap Unit Root Tests. Set of functions to perform various bootstrap unit root...
  • URT

  • Referenced in 1 article [sw34065]
  • Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python...
  • punitroots

  • Referenced in 1 article [sw34064]
  • package punitroots: Tests for unit roots in panels of (economic) time series, with and without...
  • exuber

  • Referenced in 1 article [sw38834]
  • using the univariate and panel recursive unit root tests proposed by Phillips...
  • nortsTest

  • Referenced in 1 article [sw35065]
  • process. Some other diagnostics such as, unit root test for stationarity, seasonal tests for seasonality...
  • Stratification

  • Referenced in 8 articles [sw11928]
  • some specific units are in the sample. The well known cumulative root frequency rule...
  • partialAR

  • Referenced in 0 articles [sw19678]
  • walk and an autoregressive sequence without unit roots. This package fits partially autoregressive time series...
  • Henshin

  • Referenced in 14 articles [sw10085]
  • units are a special type of transformation units that provide a forall-operator for pattern ... tools. The Henshin transformation language has its roots in attributed graph transformations, which offer...
  • DESPOTA

  • Referenced in 3 articles [sw26834]
  • algorithm visits nodes from the tree root toward the leaves. At each node, it tests ... descending branches sustain only one cluster of units through a permutation test approach...