Unit Root Tests for Seasonal Time Series

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Documentation for package ‘uroot’ version 2.0-9

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uroot-package Unit Root Tests for Seasonal Time Series
bgt.data BGT-data Sample Data Set
ch.data CH-data Sample Data Set
ch.print Canova and Hansen Test for Seasonal Stability
ch.rs.pvalue P-values for the CH test statistic
ch.summary Canova and Hansen Test for Seasonal Stability
ch.test Canova and Hansen Test for Seasonal Stability
hegy.boot.pval Bootstrapped P-Values for the HEGY Test Statistics
hegy.print Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots
hegy.regressors Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots
hegy.residuals Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots
hegy.rs.pvalue P-values based on response surface regressions for the HEGY test statistics
hegy.summary Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots
hegy.test Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit Roots
seasonal.cycles Seasonal Dummies and Seasonal Cycles
seasonal.dummies Seasonal Dummies and Seasonal Cycles
uroot.raw.pvalue Original Tables of Critical Values