Bayesian 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
- OK13 OKNow
- OK1 OK2026-08-06
Documentation
- Help pages
- 5
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 20%
Downloads
Dependencies
Installing BayesURTrend adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
- 0.1.0Latestfirst seen 2026-08-06 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First seen
- 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
- 28 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("BayesURTrend")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1016/j.spl.2005.04.044.
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For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.