Bootstrap Unit Root Tests

Set of functions to perform various bootstrap unit root tests for both individual time series (including augmented Dickey-Fuller test and union tests), multiple time series and panel data; see Palm, Smeekes and Urbain (2008) , Palm, Smeekes and Urbain (2011) , Moon and Perron (2012) , Smeekes and Taylor (2012) and Smeekes (2015) for key references.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.4.2 by Stephan Smeekes, 2 months ago

Browse source code at

Authors: Stephan Smeekes [cre, aut] , Ines Wilms [aut]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports Rcpp, stats, urca, RcppParallel, parallelly

Suggests knitr, rmarkdown, testthat, ggplot2

Linking to Rcpp, RcppArmadillo, RcppParallel, RcppThread

System requirements: GNU make

See at CRAN