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: 2.0-5
Depends: R (≥ 3.0.0), stats
Published: 2016-03-19
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
URL: http://jalobe.com
NeedsCompilation: yes
SystemRequirements: nvcc (release >= 7.1) (NVIDIA Cuda Compiler driver); GNU make
Materials: README NEWS
CRAN checks: uroot results


Reference manual: uroot.pdf
Package source: uroot_2.0-5.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: uroot_2.0-5.tgz, r-oldrel: uroot_2.0-5.tgz
Old sources: uroot archive