unitrootests
1.1.0Comprehensive Unit Root and Stationarity Tests
Overview
A unified framework for unit root and stationarity testing including quantile ADF tests (Koenker and Xiao, 2004) doi:10.1198/016214504000001114, GARCH-based unit root tests with endogenous structural breaks (Narayan and Liu, 2015) doi:10.1016/j.eneco.2014.11.021, and comprehensive Dickey-Fuller, Phillips-Perron, KPSS, ERS/DF-GLS, Zivot-Andrews, and Kobayashi-McAleer tests with an Elder-Kennedy decision strategy (Elder and Kennedy, 2001) doi:10.1080/00220480109595179.
Install
Health
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-285 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 60%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.1.0Latest
- 1.0.02026-03-27
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-27
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 19 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("unitrootests")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
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.