fUnitRoots

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Rmetrics - Modelling Trends and Unit Roots

Diethelm Wuertz, Yohan Chalabi, Tobias Setz

Last update: 6 August 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 4021.80

Official website: https://cran.r-project.org/web/packages/fUnitRoots/index.html

Source code repository: https://github.com/cran/fUnitRoots

Cited In (24)

• Statistical arbitrage with vine copulas
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city
• tseries
• mleur
• urca
• permute
• FitAR
• fArma
• PANICr
• GENALG
• AS 181
• vines
• dynlm
• Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R
• ReporteRs
• pdR
• uroot
• soma
• dyn
• condMVNorm
• PowerPoint
• bootUR
• MaxMC
• Analysis of integrated and co-integrated time series with R

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