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CADFtest - MaRDI portal

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CADFtest (Q37252)

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A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests
Language Label Description Also known as
English
CADFtest
A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests

    Statements

    instance of
    R package
    0 references
    last update
    2 June 2017
    0 references
    software version identifier
    0.3-3
    publication date
    2 June 2017
    0 references
    author
    Claudio Lupi
    0 references
    programmed in
    R
    0 references
    depends on software
    dynlm
    0 references
    sandwich
    0 references
    tseries
    0 references
    urca
    0 references

    Identifiers

    swMATH work ID
    25514
    0 references
    CRAN project
    CADFtest
    0 references
     
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