BayesURTrend
0.1.0Bayesian Unit Root Test for Model with Maintained Trend
Overview
Performs Bayesian unit root testing for time series models with maintained polynomial trend components as proposed by Chaturvedi and Kumar (2005) doi:10.1016/j.spl.2005.04.044. The package 'BayesURTrend' computes posterior odds ratios, Bayes factors, and posterior probabilities for unit root hypotheses against stationary alternatives in autoregressive models augmented with polynomial trends. Methodological foundations for Bayesian unit root testing under structural breaks and maintained trends are drawn from Schotman and van Dijk (1991) doi:10.1016/0304-4076(91)90038-F, Phillips and Perron (1988) doi:10.1093/biomet/75.2.335, and Ouliaris et al. (1988) doi:10.1007/978-94-009-2953-1_10.
Install
Health
- OK2026-08-061 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 20%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-08-06 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-06
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 0.9 KB / 1 file
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("BayesURTrend")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-11, which the citation names so these numbers can be found later. More on citing and the projects behind them.