Package: pdR 1.9.4

Ho Tsung-wu

pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

Threshold model, panel version of Hylleberg et al. (1990) <doi:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang (2002) <doi:10.1016/S0304-4076(02)00095-7>.

Authors:Ho Tsung-wu [aut, cre]

# Install 'pdR' in R:

install.packages('pdR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

Last updated from:ff0e76bdf1. Checks:4 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	162
source / vignettes	OK	190
linux-release-x86_64	OK	142
wasm-release	OK	119

Help page	Topics
Panel Data Regression: Threshold Model and Unit Root Tests	pdR-package pdR
Panel data of bank,2001Q1~2010Q1	bank_income
Cigaretts consumption of US states	cigaretts
Annual crime dataset of US counties	crime
The cross-country growth data in Durlauf and Johnson(1995)	dur_john
Specification test for panel glm models	htest_pglm
Unit root test based on Change(2002)	IGF
Monthly inflation time series of 20 countries	inf_M
Quarterly inflation time series of 20 countries	inf_Q
Monthly inflation time series of 19 countries	inf19
investment data of 565 listed companies, 1973-1987	invest
IPS-HEGY seasonal unit root test in panel data, Otero et al.(2007).	ipsHEGY
Select the optimal number of lags, given criteria	lagSelect
Estimate specified panel threshold model	model
Panel unit root test of Chang(2002)	pIGF
Productivity data of 48 US state,1970-1986	productivity
Threshold specification of panel data	ptm
A subroutine for model()	r_est
Panel data on the number of ship accidents	ship
Estimation of sub-sampled data	SMPLSplit_est
Example code for sample splitting	SMPLSplit_example
Testing for sample splitting	SMPLSplit_het
a subroutine of model()	sse_calc
Compute the resursive mean	tbar
a subroutine calculating SSE	thr_sse
A sub-routine calculating trace	tr