<b>bootUR</b>: An <i>R</i> Package for Bootstrap Unit Root Tests

نویسندگان

چکیده

Unit root tests form an essential part of any time series analysis. We provide practitioners with a single, unified framework for comprehensive and reliable unit testing in the R package bootUR. The package's backbone is popular augmented Dickey-Fuller test paired union rejections principle, which can be performed directly on single or multiple (including panel) series. Accurate inference ensured through use bootstrap methods. addresses needs both novice users, by providing user-friendly easy-to-implement functions sensible default options, as well expert giving full user-control to adjust one's desired settings. Our parallelized C++ implementation ensures that all are scalable datasets containing many

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ژورنال

عنوان ژورنال: Journal of Statistical Software

سال: 2023

ISSN: ['1548-7660']

DOI: https://doi.org/10.18637/jss.v106.i12