Package: fUnitRoots
Version: 3010.78
Revision: 5526
Date: 2013-06-23
Title: Trends and Unit Roots
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), urca, methods, timeDate, timeSeries, fBasics
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 18:22:11 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:55:20
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 
.