Package: bootUR 1.0.4
Stephan Smeekes
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_1.0.4.tar.gz
bootUR_1.0.4.tar.gz(r-4.5-noble)bootUR_1.0.4.tar.gz(r-4.4-noble)
bootUR_1.0.4.tgz(r-4.4-emscripten)bootUR_1.0.4.tgz(r-4.3-emscripten)
bootUR.pdf |bootUR.html✨
bootUR/json (API)
NEWS
| # Install 'bootUR' in R: |
| install.packages('bootUR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/smeekes/bootur/issues
- MacroTS - Macroeconomic Time Series
Last updated 5 months agofrom:03977d5fc8. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 18 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 18 2024 |
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 |
