A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests

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Documentation for package ‘CADFtest’ version 0.3-3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

CADFpvalues	p-values of the CADF test for unit roots
CADFtest	Hansen's Covariate-Augmented Dickey Fuller (CADF) test for unit roots
CADFtest.default	Hansen's Covariate-Augmented Dickey Fuller (CADF) test for unit roots
CADFtest.formula	Hansen's Covariate-Augmented Dickey Fuller (CADF) test for unit roots
coeffs_c	Tables of coefficients to compute p-values
coeffs_ct	Tables of coefficients to compute p-values
coeffs_nc	Tables of coefficients to compute p-values
plot.CADFtest	Function to plot CADFtest objects
residuals.CADFtest	Function to extract the residuals from CADFtest objects
summary.CADFtest	Function to print a summary of CADFtest objects
update.CADFtest	Function to update the formula of CADFtest objects