Browse Items (12 total)

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 root testing
in the R package bootUR. The package’s backbone is the popular augmented…

In a world with data that change rapidly and abruptly, it is important to detect those
changes accurately. In this paper we describe an R package implementing a generalized
version of an algorithm recently proposed by Hocking, Rigaill, Fearnhead,…