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unitrootests

1.1.0

Comprehensive Unit Root and Stationarity Tests

0packages depend
1.1Kdownloads / year
77.9%test coverage
13/13checks pass

Overview

About
Maintained by Muhammad Abdullah AlkhalafFirst published 2026-03-272 releasesCRAN page ↗

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

CRAN checks
13OK
Slowest check: 2.0 min · r-devel-windows-x86_64
Code health
Yes
Tests · ratio 0.12
77.9%
Coverage · measured lines
100%
Documentation · exports
5
Dependencies · direct
Check history
  • OK2026-08-04
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-28
    5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
60%

Downloads

1.1K
CRAN downloads in the past year
Rank #23,138 · ~3/day · ~88/mo
Daily download trend is not available in this view yet.
12730 days
44290 days
1.1K1 year
Compare downloads with other packages →
Also on41 r2u

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.0Latest
    2026-04-03 · current release · diff ↗
  • 1.0.0
    2026-03-27
  • R
    R 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")
Alkhalaf, M. A. (2026). unitrootests: Comprehensive Unit Root and Stationarity Tests (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for unitrootests version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-08-17. https://doi.org/10.5281/zenodo.21843040

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.

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