Package: meboot
Version: 1.4-6
Date: 2015-06-09
Title: Maximum Entropy Bootstrap for Time Series
Author: Hrishikesh D. Vinod <Vinod@fordham.edu> and Javier
López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle@yahoo.es>
Encoding: UTF-8
Depends: R (>= 3.0.0), dynlm, nlme
Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo
Description: This package performs maximum entropy density based
dependent data bootstrap. An algorithm is provided to create a
population of time series (ensemble) without assuming
stationarity. The reference paper (Vinod, H.D., 2004) explains
how the algorithm satisfies the ergodic theorem and the central
limit theorem.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2015-06-09 20:52:30 UTC; javlacalle
Repository: CRAN
Date/Publication: 2015-06-10 02:23:38
Package: CADFtest
Type: Package
Title: This package performs the CADF unit root test proposed in Hansen
(1995).
Version: 0.3-2
Date: 2014-01-08
Author: Claudio Lupi
Maintainer: Claudio Lupi <lupi@unimol.it>
Depends: dynlm, sandwich, tseries, urca
Suggests: fUnitRoots
Description: This package performs Hansen's (1995) Covariate-Augmented
Dickey-Fuller (CADF) test. The only required argument is y, the
Tx1 time series to be tested. If no stationary covariate X is
passed to the procedure, then an ordinary ADF test is
performed. The p-values of the test are computed using a
procedure proposed in Costantini, Lupi and Popp (2007),
illustrated in Lupi (2009).
License: GPL (>= 2)
URL: http://www.jstatsoft.org/v32/i02
LazyLoad: yes
LazyData: yes
Packaged: 2014-01-08 11:48:01 UTC; claudio
Repository: CRAN
Date/Publication: 2014-01-08 13:19:38
NeedsCompilation: no
providing 
.