BayesPanelUR: Bayesian Unit Root Test for Panel Data Models

Implements the Bayesian unit root test for Panel Autoregressive (PAR) time series models developed by Kumar et al. (2016) <https://hdl.handle.net/10419/179393>. The package evaluates the unit root hypothesis (difference stationarity versus trend stationarity) in panel data using the Posterior Odds Ratio (POR). It accommodates PAR models with linear time trend as well as linear time trend with augmentation terms of arbitrary order. Full posterior probabilities, Bayes factors, and individual panel estimates are computed automatically.

Version:	0.1.0
Depends:	R (≥ 4.0.0)
Imports:	stats, graphics
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-08-06
DOI:	10.32614/CRAN.package.BayesPanelUR (may not be active yet)
Author:	Shikhar Tyagi [aut, cre], Arvind Pandey [aut], Bhupendra Singh [aut], Vrijesh Tripathi [aut]
Maintainer:	Shikhar Tyagi <shikhar1093tyagi at gmail.com>
License:	GPL (≥ 3)
NeedsCompilation:	no
CRAN checks:	BayesPanelUR results

Documentation:

Reference manual:	BayesPanelUR.html , BayesPanelUR.pdf
Vignettes:	Bayesian Unit Root Testing for Panel Data: BayesPanelUR (source, R code)

Downloads:

Package source:	BayesPanelUR_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: BayesPanelUR_0.1.0.zip, r-oldrel: not available
macOS binaries:	r-release (arm64): BayesPanelUR_0.1.0.tgz, r-oldrel (arm64): BayesPanelUR_0.1.0.tgz, r-release (x86_64): BayesPanelUR_0.1.0.tgz, r-oldrel (x86_64): BayesPanelUR_0.1.0.tgz

Linking:

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