CADFtest
A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests
v0.3-3
·
Jun 2, 2017
·
GPL (>= 2)
Description
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 the procedure illustrated in Lupi (2009).
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CRAN Check Status
2
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Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Claudio Lupi <lupi@unimol.it>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Claudio",
family = "Lupi",
role = c("aut", "cre"),
email = "lupi@unimol.it")
as necessary.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Claudio Lupi <lupi@unimol.it>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Claudio",
family = "Lupi",
role = c("aut", "cre"),
email = "lupi@unimol.it")
as necessary.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Claudio Lupi <lupi@unimol.it>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Claudio",
family = "Lupi",
role = c("aut", "cre"),
email = "lupi@unimol.it")
as necessary.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Claudio Lupi <lupi@unimol.it>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Claudio",
family = "Lupi",
role = c("aut", "cre"),
email = "lupi@unimol.it")
as necessary.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.