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: 4040.81
Depends: R (≥ 2.15.1)
Imports: timeSeries, fBasics, urca, graphics, methods, stats, utils
Suggests: RUnit
Published: 2024-05-15
DOI: 10.32614/CRAN.package.fUnitRoots
Author: Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Georgi N. Boshnakov [cre]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: (devel),
NeedsCompilation: yes
Materials: NEWS ChangeLog
CRAN checks: fUnitRoots results


Reference manual: fUnitRoots.pdf


Package source: fUnitRoots_4040.81.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fUnitRoots_4040.81.tgz, r-oldrel (arm64): fUnitRoots_4040.81.tgz, r-release (x86_64): fUnitRoots_4040.81.tgz, r-oldrel (x86_64): fUnitRoots_4040.81.tgz
Old sources: fUnitRoots archive

Reverse dependencies:

Reverse suggests: pcts


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