{ "_id": "6a104f27acfb0bcc41ca0ce2", "Package": "sTSD", "Type": "Package", "Title": "Simulate Time Series Diagnostics", "Version": "0.2.0", "Authors@R": "person(\"Steven\", \"Miller\",\nemail = \"steve@svmiller.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0003-4072-6263\"))", "Maintainer": "Steven Miller ", "Description": "These are tools that allow users to do time series\ndiagnostics, primarily tests of unit root, by way of\nsimulation. While there is nothing necessarily wrong with the\nreceived wisdom of critical values generated decades ago,\nsimulation provides its own perks. Not only is simulation\nbroadly informative as to what these various test statistics do\nand what are their plausible values, simulation provides more\nflexibility for assessing unit root by way of different\nthresholds or different hypothesized distributions.", "License": "GPL (>= 2)", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.2", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-10 06:10:34 UTC", "User": "root" }, "Author": "Steven Miller [aut, cre]\n()", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2025-01-27 09:33:08 UTC", "RemoteUrl": "https://github.com/cran/sTSD", "RemoteRef": "HEAD", "RemoteSha": "87b0ae5502ebea1a0043fa126a9f0f883abaca59", "MD5sum": "353cf0c2d4378a2b1220d578c98ea11e", "_user": "cran", "_type": "src", "_file": "sTSD_0.2.0.tar.gz", "_fileid": "b64fd018a7e15d3c69b564187f22ada59578ebde7e5b04e4a3b227f1c85d34f1", "_filesize": 311633, "_sha256": "b64fd018a7e15d3c69b564187f22ada59578ebde7e5b04e4a3b227f1c85d34f1", "_created": "2026-05-10T06:10:34.000Z", "_published": "2026-05-22T12:42:15.121Z", "_distro": "noble", "_jobs": [ { "job": 77381550591, "time": 100, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6901490588" }, { "job": 77381550498, "time": 98, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6901490401" }, { "job": 77381550192, "time": 126, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6901479628" }, { "job": 77381549978, "time": 79, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7160725519" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/25621419235", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/sTSD", "_commit": { "id": "87b0ae5502ebea1a0043fa126a9f0f883abaca59", "author": "Steven Miller ", "committer": "cran-robot ", "message": "version 0.2.0\n", "time": 1737970388 }, "_maintainer": { "name": "Steven Miller", "email": "steve@svmiller.com", "orcid": "0000-0003-4072-6263" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.6.0", "role": "Depends" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 238, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/sTSD" }, "_searchresults": 4, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/sTSD.html", "manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2024-12-20" }, { "version": "0.2.0", "date": "2025-01-27" } ], "_exports": [ "adf_lag_select", "sadf_test", "sim_df_mod", "sim_ts", "skpss_test", "spp_test", "ur_summary" ], "_datasets": [ { "name": "exCopdab", "title": "Dynamic Foreign Policy Behavior (COPDAB)", "object": "exCopdab", "class": [ "spec_tbl_df", "tbl_df", "tbl", "data.frame" ], "fields": [ "ym", "eg2is", "is2eg", "us2ussr", "ussr2us", "us2fra", "fra2us", "us2is", "is2us", "suez", "sixday", "yomk" ], "rows": 372, "table": true, "tojson": true }, { "name": "lag_suggests", "title": "Suggested Lags for Your Time Series", "object": "lag_suggests", "class": [ "tbl_df", "tbl", "data.frame" ], "fields": [ "n", "schwert_ub", "schwert_lb", "qiuetal2013", "sd84" ], "rows": 1000, "table": true, "tojson": true }, { "name": "money_demand", "title": "Quarterly Money Demand in the United States", "object": "money_demand", "class": [ "tbl_df", "tbl", "data.frame" ], "fields": [ "date", "m1", "m2", "gnpdef", "ffer", "rgnp", "pcepi" ], "rows": 259, "table": true, "tojson": true }, { "name": "tbills", "title": "Daily maturity rates for U.S. Treasury Bills", "object": "tbills", "class": [ "tbl_df", "tbl", "data.frame" ], "fields": [ "date", "tb3m", "tb6m", "tb1y" ], "rows": 17741, "table": true, "tojson": true }, { "name": "USDICE", "title": "Quarterly disposable income and personal consumption expenditures in the United States", "object": "USDICE", "class": [ "tbl_df", "tbl", "data.frame" ], "fields": [ "date", "pce", "dpi", "pira", "cpiu" ], "rows": 299, "table": true, "tojson": true }, { "name": "USDSEK", "title": "The USD/SEK Exchange Rate", "object": "USDSEK", "class": [ "tbl_df", "tbl", "data.frame" ], "fields": [ "date", "close" ], "rows": 3905, "table": true, "tojson": true } ], "_help": [ { "page": "adf_lag_select", "title": "Identify Optimal Lag Order Selection for (Augmented) Dickey-Fuller Tests", "topics": [ "adf_lag_select" ] }, { "page": "exCopdab", "title": "Dynamic Foreign Policy Behavior (COPDAB)", "topics": [ "exCopdab" ] }, { "page": "lag_suggests", "title": "Suggested Lags for Your Time Series", "topics": [ "lag_suggests" ] }, { "page": "money_demand", "title": "Quarterly Money Demand in the United States", "topics": [ "money_demand" ] }, { "page": "sadf_test", "title": "Simulate a (Augmented) Dickey-Fuller Test to Assess Unit Root in a Time Series", "topics": [ "sadf_test" ] }, { "page": "sim_df_mod", "title": "Simulate an Individual (Augmented) Dickey-Fuller Model", "topics": [ "sim_df_mod" ] }, { "page": "sim_ts", "title": "Simulate a Time Series", "topics": [ "sim_ts" ] }, { "page": "skpss_test", "title": "Simulate a KPSS Test to Assess Unit Root in a Time Series", "topics": [ "skpss_test" ] }, { "page": "spp_test", "title": "Simulate a Phillips-Perron Test to Assess Unit Root in a Time Series", "topics": [ "spp_test" ] }, { "page": "tbills", "title": "Daily maturity rates for U.S. Treasury Bills", "topics": [ "tbills" ] }, { "page": "ur_summary", "title": "Summarize Unit Root Test Simulations", "topics": [ "ur_summary" ] }, { "page": "USDICE", "title": "Quarterly disposable income and personal consumption expenditures in the United States", "topics": [ "USDICE" ] }, { "page": "USDSEK", "title": "The USD/SEK Exchange Rate", "topics": [ "USDSEK" ] } ], "_readme": "https://github.com/cran/sTSD/raw/HEAD/README.md", "_rundeps": [], "_score": 1.6989700043360187, "_indexed": true, "_nocasepkg": "stsd", "_universes": [ "cran" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.2.0", "date": "2026-05-10T06:12:23.000Z", "distro": "noble", "commit": "87b0ae5502ebea1a0043fa126a9f0f883abaca59", "fileid": "50ac93d5303a8bea8b8ff898d10c303cf6a8f2251b4d261f55125e8e373d4ac1", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/25621419235" }, { "r": "4.6.0", "os": "linux", "version": "0.2.0", "date": "2026-05-10T06:12:21.000Z", "distro": "noble", "commit": "87b0ae5502ebea1a0043fa126a9f0f883abaca59", "fileid": "68799ad35d3c8a2e484084e221a496730c9b75edd6f6468e28fa45720f2836b0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/25621419235" }, { "r": "4.6.0", "os": "wasm", "version": "0.2.0", "date": "2026-05-22T12:42:00.000Z", "commit": "87b0ae5502ebea1a0043fa126a9f0f883abaca59", "fileid": "e27e5c9e48c8f2253c9a99ddb47bf59f40784c7cc81bae1d14b2c333caf747f6", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/25621419235" } ] }