uroot: Unit Root Tests for Seasonal Time Series
Seasonal unit roots and seasonal stability tests.
P-values based on response surface regressions are available for both tests.
P-values based on bootstrap are available for seasonal unit root tests.
A parallel implementation of the bootstrap method requires a CUDA capable GPU
with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.
| Version: |
2.0-9 |
| Depends: |
R (≥ 3.0.0), stats |
| Published: |
2017-01-29 |
| Author: |
Javier López-de-Lacalle |
| Maintainer: |
Javier López-de-Lacalle <javlacalle at yahoo.es> |
| License: |
GPL-2 |
| URL: |
https://jalobe.com |
| NeedsCompilation: |
yes |
| SystemRequirements: |
nvcc (release >= 7.1) (NVIDIA Cuda Compiler driver) |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
uroot results |
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Reverse dependencies:
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