Package: qadf
Type: Package
Title: Quantile Autoregressive Distributed Lag Unit Root Test
Version: 1.0.0
Authors@R: person("Muhammad", "Alkhalaf", email = "muhammedalkhalaf@gmail.com",
    role = c("aut", "cre", "cph"),
    comment = c(ORCID = "0009-0002-2677-9246"))
Description: Implements the Quantile Autoregressive Distributed Lag (QADF)
    unit root test proposed by Koenker and Xiao (2004)
    <doi:10.1198/016214504000001114>. The test examines unit root behaviour
    across the conditional distribution of a time series using quantile
    regression, providing a richer characterisation of persistence than
    standard ADF tests. Critical values follow Hansen (1995)
    <doi:10.1017/S0266466600009713>. Lag order selection is supported via
    AIC, BIC, or the t-statistic sequential testing approach.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.5.0)
Imports: stats, quantreg
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://github.com/muhammedalkhalaf/qadf
BugReports: https://github.com/muhammedalkhalaf/qadf/issues
NeedsCompilation: no
Packaged: 2026-03-17 01:45:18 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-20 11:50:02 UTC
Built: R 4.6.0; ; 2026-04-28 09:03:42 UTC; unix
