uroot

Unit Root Tests for Seasonal Time Series

Last update: 15 December 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.1-2, 1.0, 1.1, 1.2, 1.3, 1.4-1, 1.4, 2.0-5, 2.0-6, 2.0-9.1, 2.0-9, 2.0-10, 2.0-11, 2.1-0, 2.1-3

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

Description

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.