This package contains several functions for analysing quarterly and monthly time series. Unit root test: ADF, KPSS, HEGY, and CH, as well as graphics: Buys-Ballot and seasonal cycles, among others, have been implemented to accomplish either an analytical or a graphical analysis. Combined use of both enables the user to characterize the seasonality as deterministic, stochastic or a mixture of them. An easy to use graphical user interface is also provided to run some of the implemented functions.
| Version: | 1.4 |
| Depends: | R (≥ 2.0.0), methods |
| Imports: | graphics |
| Suggests: | tcltk, xtable |
| Date: | 2005/10/10 |
| Author: | Javier López-de-Lacalle and Ignacio Díaz-Emparanza |
| Maintainer: | Javier López-de-Lacalle <javlacalle at yahoo.es> |
| License: | GPL version 2 or newer. The terms of this license are in a file called COPYING which is provided with R. |
| In views: | Econometrics, Finance |
| CRAN checks: | uroot results |
Downloads:
| Package source: | uroot_1.4.tar.gz |
| MacOS X binary: | uroot_1.4.tgz |
| Windows binary: | uroot_1.4.zip |
| Reference manual: | uroot.pdf |
| Old sources: | uroot archive |