fUnitRoots
4052.82Rmetrics - Modelling Trends and Unit Roots
Overview
Provides four addons for analyzing trends and unit roots in financial time series: (i) functions for the density and probability of the augmented Dickey-Fuller Test, (ii) functions for the density and probability of MacKinnon's unit root test statistics, (iii) reimplementations for the ADF and MacKinnon Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's unit root test suite.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE r-devel-linux-x86_64-fedora-clang
- NOTE r-devel-linux-x86_64-fedora-gcc
- NOTE r-devel-windows-x86_64
- NOTE2026-07-1611 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-06-0812 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 80%
Downloads
Repository
Repository practices
Checks run against github.com/geobosh/funitrootsdoc on 2026-08-16.
No development-tooling practices detected in the upstream repository.
Dependencies
Code & Tests
People & History
12 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 4052.82Latest
- RR 4.5.0 released · 2025-04-11
- 4040.812024-05-15 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 4021.802022-08-06 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 3042.792017-11-16 · diff ↗
- unarchivedReturned to CRAN2017-11-16
- archivedRemoved from CRAN2017-04-24check errors were not corrected despite reminders
- RR 3.4.0 released · 2017-04-21
Show 23 earlier events
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 3010.782013-06-24 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 2160.772012-12-10 · diff ↗
- 2100.762012-10-29 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 290.752009-04-16 · diff ↗
- 270.742008-10-27 · diff ↗
- 270.732008-10-23 · diff ↗
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- 260.722007-10-08 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 260.712007-10-02
- RR 2.5.0 released · 2007-04-24
Package metadata
- First published
- 2007-10-02
- Total releases
- 12 / 19 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.15.1
- Download size
- 558 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("fUnitRoots")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
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From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.