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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.

Version: 1.0.4
Depends: R (≥ 3.5.0)
Imports: Rcpp, stats, urca, RcppParallel, parallelly
LinkingTo: Rcpp, RcppArmadillo, RcppParallel, RcppThread
Suggests: knitr, rmarkdown, testthat, ggplot2
Published: 2024-05-20
DOI: 10.32614/CRAN.package.bootUR
Author: Stephan Smeekes ORCID iD [cre, aut], Ines Wilms [aut]
Maintainer: Stephan Smeekes <s.smeekes at maastrichtuniversity.nl>
BugReports: https://github.com/smeekes/bootUR/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/smeekes/bootUR, https://smeekes.github.io/bootUR/
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: bootUR citation info
Materials: README NEWS
In views: TimeSeries
CRAN checks: bootUR results

Documentation:

Reference manual: bootUR.pdf
Vignettes: Introduction to bootUR

Downloads:

Package source: bootUR_1.0.4.tar.gz
Windows binaries: r-devel: bootUR_1.0.4.zip, r-release: bootUR_1.0.4.zip, r-oldrel: bootUR_1.0.4.zip
macOS binaries: r-release (arm64): bootUR_1.0.4.tgz, r-oldrel (arm64): bootUR_1.0.4.tgz, r-release (x86_64): bootUR_1.0.4.tgz, r-oldrel (x86_64): bootUR_1.0.4.tgz
Old sources: bootUR archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bootUR to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.