Package: CADFtest
Type: Package
Title: A Package to Perform Covariate Augmented Dickey-Fuller Unit Root
        Tests
Version: 0.3-3
Date: 2017-05-31
Author: Claudio Lupi
Maintainer: Claudio Lupi <lupi@unimol.it>
Depends: dynlm, sandwich, tseries, urca
Description: Hansen's (1995) Covariate-Augmented
        Dickey-Fuller (CADF) test. The only required argument is y, the
        Tx1 time series to be tested. If no stationary covariate X is
        passed to the procedure, then an ordinary ADF test is
        performed. The p-values of the test are computed using the
        procedure illustrated in Lupi (2009).
License: GPL (>= 2)
URL: http://www.jstatsoft.org/v32/i02
LazyLoad: yes
LazyData: yes
Packaged: 2017-05-31 15:43:01 UTC; claudio
Repository: CRAN
Date/Publication: 2017-06-02 17:10:31 UTC
NeedsCompilation: no
Built: R 4.6.0; ; 2026-04-25 14:07:26 UTC; unix
