Bootstrap Unit Root Tests


[Up] [Top]

Documentation for package ‘bootUR’ version 1.0.3

Help Pages

adf Augmented Dickey-Fuller Unit Root Test
boot_adf Bootstrap augmented Dickey-Fuller Unit Root Test
boot_fdr Bootstrap Unit Root Tests with False Discovery Rate control
boot_panel Panel Unit Root Test
boot_sqt Bootstrap Sequential Quantile Test
boot_union Bootstrap Union Test for Unit Roots
boot_ur Individual Unit Root Tests without multiple testing control
check_missing_insample_values Check Missing Values in Sample
diff_mult Differences of Multiple Time Series
find_nonmissing_subsample Find Non-Missing Subsamples
MacroTS Macroeconomic Time Series
order_integration Determine Order of Integration
plot_missing_values Plot Missing Values
plot_order_integration Plot Orders of Integration