Unit Root Tests for Seasonal Time Series

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Documentation for package ‘uroot’ version 2.1-3

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

Help Pages

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