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boundedur: Unit Root Tests for Bounded Time Series

Implements unit root tests for bounded time series following Cavaliere and Xu (2014) <doi:10.1016/j.jeconom.2013.08.012>. Standard unit root tests (ADF, Phillips-Perron) have non-standard limiting distributions when the time series is bounded. This package provides modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed via Monte Carlo simulation of bounded Brownian motion. Supports one-sided (lower bound only) and two-sided bounds, with automatic lag selection using the MAIC criterion of Ng and Perron (2001) <doi:10.1111/1468-0262.00256>.

Version: 1.0.1
Depends: R (≥ 3.5.0)
Imports: stats
Suggests: testthat (≥ 3.0.0)
Published: 2026-03-16
DOI: 10.32614/CRAN.package.boundedur
Author: Muhammad Alkhalaf ORCID iD [aut, cre, cph], Giuseppe Cavaliere [ctb] (Original methodology), Fang Xu [ctb] (Original methodology)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports: https://github.com/muhammedalkhalaf/boundedur/issues
License: GPL-3
URL: https://github.com/muhammedalkhalaf/boundedur
NeedsCompilation: no
Materials: README, NEWS
In views: TimeSeries
CRAN checks: boundedur results

Documentation:

Reference manual: boundedur.html , boundedur.pdf

Downloads:

Package source: boundedur_1.0.1.tar.gz
Windows binaries: r-devel: boundedur_1.0.1.zip, r-release: boundedur_1.0.1.zip, r-oldrel: boundedur_1.0.1.zip
macOS binaries: r-release (arm64): boundedur_1.0.1.tgz, r-oldrel (arm64): boundedur_1.0.1.tgz, r-release (x86_64): boundedur_1.0.1.tgz, r-oldrel (x86_64): boundedur_1.0.1.tgz

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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.