Unit Root Tests and Graphics for Seasonal Time Series


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Documentation for package ‘uroot’ version 1.4

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ADF.rectest Augmented Dickey-Fuller Recursive Test
ADF.test Augmented Dickey-Fuller Test
adfrecst-class "adfrecst" Class
adfstat-class "adfstat" Class
as.numeric,vdate-method Methods for Function as.numeric in Package ‘uroot’
as.numeric-methods Methods for Function as.numeric in Package ‘uroot’
as.vdate,ANY-method Methods for Function as.vdate in Package ‘uroot’
as.vdate,ts-method Methods for Function as.vdate in Package ‘uroot’
as.vdate-methods Methods for Function as.vdate in Package ‘uroot’
bb3D Buys-Ballot 3D Plot
bbaplot Buys-Ballot Anual Path Plot
bbcn Buys-Ballot Contour Plot
bbplot Buys-Ballot Plot for Seasonal Time Series
CH.rectest Canova-Hansen Recursive Test
CH.test Canova-Hansen Test
chrecst-class "chrecst" Class
chstat-class "chstat" Class
factorsdiff Factor Seasonal Differencing Filter
HEGY.rectest Hylleberg-Engle-Granger-Yoo Recursive Test
HEGY.test Hylleberg-Engle-Granger-Yoo Test
hegyrecst-class "hegyrecst" Class
hegystat-class "hegystat" Class
KPSS.rectest Kwiatkowski-Phillips-Schmidt-Shin Recursive Test
KPSS.test Kwiatkowski-Phillips-Schmidt-Shin Test
kpssrecst-class "kpssrecst" Class
kpssstat-class "kpssstat" Class
maybeLags-class Class "maybeLags" ~~~
maybeRegvar-class "maybeRegvar" Class
mccapv Macroeconomic Time Series from the CAPV
mces Macroeconomic Time Series from the CAPV
mcmisc Quarterly Macroeconomic Time Series Data Set
Mdates Determine the Location in the Sample of a Date and vice versa
Msts Matrix with Seasonal Data
plot,adfrecst,missing-method Methods for Function plot in Package ‘uroot’
plot,chrecst,missing-method Methods for Function plot in Package ‘uroot’
plot,hegyrecst,missing-method Methods for Function plot in Package ‘uroot’
plot,kpssrecst,missing-method Methods for Function plot in Package ‘uroot’
plot-methods Methods for Function plot in Package ‘uroot’
plotcycles Plot Long-run and Seasonal Cycles
recadf.save.xtable Save a Summary on the ADF Recursive Test to LaTeX or HTML File
recch.save.xtable Save a Summary on the CH Recursive Test to LaTeX or HTML File
rechegy.save.xtable Save a Summary on the HEGY Recursive Test to LaTeX or HTML File
reckpss.save.xtable Save a Summary on the KPSS Recursive Test to LaTeX or HTML File
save.xtable,adfstat-method Methods for Function save.xtable in Package ‘uroot’
save.xtable,chstat-method Methods for Function save.xtable in Package ‘uroot’
save.xtable,hegystat-method Methods for Function save.xtable in Package ‘uroot’
save.xtable,kpssstat-method Methods for Function save.xtable in Package ‘uroot’
save.xtable-methods Methods for Function save.xtable in Package ‘uroot’
show,adfrecst-method Methods for Function show in Package ‘uroot’
show,adfstat-method Methods for Function show in Package ‘uroot’
show,chrecst-method Methods for Function show in Package ‘uroot’
show,chstat-method Methods for Function show in Package ‘uroot’
show,hegyrecst-method Methods for Function show in Package ‘uroot’
show,hegystat-method Methods for Function show in Package ‘uroot’
show,kpssrecst-method Methods for Function show in Package ‘uroot’
show,kpssstat-method Methods for Function show in Package ‘uroot’
show,vdate-method Methods for Function show in Package ‘uroot’
show-methods Methods for Function show in Package ‘uroot’
stepdate,ANY-method Methods for Function stepdate in Package ‘uroot’
stepdate,vdate-method Methods for Function stepdate in Package ‘uroot’
stepdate-methods Methods for Function stepdate in Package ‘uroot’
summary,adfstat-method Methods for Function summary in Package ‘uroot’
summary,hegystat-method Methods for Function summary in Package ‘uroot’
summary-methods Methods for Function summary in Package ‘uroot’
urootgui uroot R-GUI
urt.xtable,adfstat-method Methods for Function urt.xtable in Package ‘uroot’
urt.xtable,chstat-method Methods for Function urt.xtable in Package ‘uroot’
urt.xtable,hegystat-method Methods for Function urt.xtable in Package ‘uroot’
urt.xtable,kpssstat-method Methods for Function urt.xtable in Package ‘uroot’
urt.xtable-methods Methods for Function urt.xtable in Package ‘uroot’
vdate-class "vdate" Class