Last data update: 2014.03.03
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CADFtest
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
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'CADFtest' ...
** package 'CADFtest' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'CADFtest'
finding HTML links ... done
CADFpvalues html
CADFtest-internal html
CADFtest html
coeffs_ct html
plot.CADFtest html
residuals.CADFtest html
summary.CADFtest html
update.CADFtest html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (CADFtest)
Making 'packages.html' ... done
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