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fUnitRoots

Rmetrics - Modelling Trends and Unit Roots

v4052.82 · Dec 19, 2025 · GPL (>= 2)
CRAN GitHub Mirror

Description

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.

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CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
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 History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (2)

suggests

MaxMC pcts

Dependency Network

Dependencies Reverse dependencies timeSeries fBasics urca MaxMC pcts fUnitRoots

Version History

new 4052.82 Mar 10, 2026
updated 4052.82 ← 4040.81 diff Dec 18, 2025
updated 4040.81 ← 4021.80 diff May 14, 2024
updated 4021.80 ← 3042.79 diff Aug 5, 2022
updated 3042.79 ← 3010.78 diff Nov 15, 2017
updated 3010.78 ← 2160.77 diff Jun 23, 2013
updated 2160.77 ← 2100.76 diff Dec 9, 2012
updated 2100.76 ← 290.75 diff Oct 28, 2012
updated 290.75 ← 270.74 diff Apr 15, 2009
updated 270.74 ← 270.73 diff Oct 26, 2008
updated 270.73 ← 260.72 diff Oct 22, 2008
updated 260.72 ← 260.71 diff Oct 7, 2007
new 260.71 Oct 1, 2007