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boundedur

1.0.1

Unit Root Tests for Bounded Time Series

0packages depend
2.1Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Muhammad AlkhalafFirst published 2026-03-161 releasesCRAN page ↗GitHub ↗

Implements unit root tests for bounded time series following Cavaliere and Xu (2014) doi:10.1016/j.jeconom.2013.08.012. Standard unit root tests (ADF, Phillips-Perron) have non-standard limiting distributions when the time series is bounded. This package provides modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed via Monte Carlo simulation of bounded Brownian motion. Supports one-sided (lower bound only) and two-sided bounds, with automatic lag selection using the MAIC criterion of Ng and Perron (2001) doi:10.1111/1468-0262.00256.

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Health

CRAN checks
13OK
Slowest check: 53 s · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.15
not tracked
Coverage
100%
Documentation · exports
None
Vignettes
Yes
README
1
Dependencies · direct
Check history
  • OK2026-03-17
    5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

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Repository

Repository
1Stars
1Forks
0Open issues
1Open PRs
2Releases

Stars over time

2026-05-20 · 12026-07-07 · 1

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (1)
stats
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Code Composition
R 1,065 (78%)Rd 295 (22%)
Code characteristics
Object systems
S33
Cyclomatic complexity
4.0 median / 28 max
Test cases
8 / 0.15 per code line
Documented parameters
100%

Test coverage

Line coverage

Expression

Tests / Examples

Functions

11 3 exported

Complexity

7.1 avg / 28 max

Call network

11 nodes / 7 edges

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (3)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Contributors (2)
Contributor
Copyright holders (1)
Author, Maintainer, Copyright holder
Release timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.1Latest
    2026-03-16 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-03-16
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet