R Graphical Manual

Last data update: 2014.03.03

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UnitrootUrcaInterface (Package: fUnitRoots) : Unit Root Time Series Tests

A collection and description of functions for unit root testing. This is a Rmetrics conform interface to the unitroot tests implemented by B. Pfaff available through the R package "urca" which is required here.

● Data Source: CranContrib
● Keywords: htest
● Alias: UnitrootUrcaInterface
● 0 images

UnitrootTests (Package: fUnitRoots) : Unit Root Time Series Tests

A collection and description of functions for unit root testing. The family of tests includes ADF tests based on Banerjee's et al. tables and on J.G. McKinnons' numerical distribution functions.

● Data Source: CranContrib
● Keywords: htest
● Alias: UnitrootTests
● 0 images

MacKinnonPValues (Package: fUnitRoots) : MacKinnon's Unit Root p Values

A collection and description of functions to compute the distribution and and quantile function for MacKinnon's unit root test statistics.

● Data Source: CranContrib
● Keywords: distribution
● Alias: MacKinnonPValues
● 0 images

DickeyFullerPValues (Package: fUnitRoots) : Dickey-Fuller p Values

A collection and description of functions to compute the distribution and quantile function for the ADF unit root test statistics.

● Data Source: CranContrib
● Keywords: distribution
● Alias: DickeyFullerPValues
● 0 images