fUnitRoots: Trends and Unit Roots

Environment for teaching "Financial Engineering and Computational Finance"

Version: 2160.77
Depends: R (≥ 2.4.0), urca, methods, timeDate, timeSeries, fBasics
Suggests: RUnit
Published: 2012-12-10
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
NeedsCompilation: yes
In views: Finance, TimeSeries
CRAN checks: fUnitRoots results

Downloads:

Package source: fUnitRoots_2160.77.tar.gz
MacOS X binary: fUnitRoots_2160.77.tgz
Windows binary: fUnitRoots_2160.77.zip
Reference manual: fUnitRoots.pdf
News/ChangeLog:ChangeLog
Old sources: fUnitRoots archive

Reverse dependencies:

Reverse suggests: CADFtest, FinTS