fUnitRoots: Rmetrics - Modelling Trends and Unit Roots

Provides four addons for analyzing trends and unit roots in financial time series: (i) functions for the density and probability of the augmented Dickey-Fuller Test, (ii) functions for the density and probability of MacKinnon's unit root test statistics, (iii) reimplementations for the ADF and MacKinnon Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's unit root test suite.

Version: 3042.79
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics
Imports: urca, graphics, methods, stats, utils
Suggests: RUnit
Published: 2017-11-16
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: fUnitRoots results


Reference manual: fUnitRoots.pdf
Package source: fUnitRoots_3042.79.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: fUnitRoots_3042.79.tgz
OS X Mavericks binaries: r-oldrel: fUnitRoots_3042.79.tgz
Old sources: fUnitRoots archive


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