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qadf: Quantile Autoregressive Distributed Lag Unit Root Test

Implements the Quantile Autoregressive Distributed Lag (QADF) unit root test proposed by Koenker and Xiao (2004) <doi:10.1198/016214504000001114>. The test examines unit root behaviour across the conditional distribution of a time series using quantile regression, providing a richer characterisation of persistence than standard ADF tests. Critical values follow Hansen (1995) <doi:10.1017/S0266466600009713>. Lag order selection is supported via AIC, BIC, or the t-statistic sequential testing approach.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Imports: stats, quantreg
Suggests: testthat (≥ 3.0.0)
Published: 2026-03-20
DOI: 10.32614/CRAN.package.qadf
Author: Muhammad Alkhalaf ORCID iD [aut, cre, cph]
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports: https://github.com/muhammedalkhalaf/qadf/issues
License: GPL-3
URL: https://github.com/muhammedalkhalaf/qadf
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: qadf results

Documentation:

Reference manual: qadf.html , qadf.pdf

Downloads:

Package source: qadf_1.0.0.tar.gz
Windows binaries: r-devel: qadf_1.0.0.zip, r-release: qadf_1.0.0.zip, r-oldrel: qadf_1.0.0.zip
macOS binaries: r-release (arm64): qadf_1.0.0.tgz, r-oldrel (arm64): qadf_1.0.0.tgz, r-release (x86_64): qadf_1.0.0.tgz, r-oldrel (x86_64): qadf_1.0.0.tgz

Linking:

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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.