r-cran-uroot

GNU R unit root tests for seasonal time series

Description

Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.

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Homepage

https://cran.r-project.org/package=uroot


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