Package: boundedur
Type: Package
Title: Unit Root Tests for Bounded Time Series
Version: 1.0.1
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Giuseppe", "Cavaliere", role = "ctb",
           comment = "Original methodology"),
    person("Fang", "Xu", role = "ctb",
           comment = "Original methodology"))
Description: Implements unit root tests for bounded time series following
    Cavaliere and Xu (2014) <doi:10.1016/j.jeconom.2013.08.012>. Standard 
    unit root tests (ADF, Phillips-Perron) have non-standard limiting 
    distributions when the time series is bounded. This package provides 
    modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed 
    via Monte Carlo simulation of bounded Brownian motion. Supports one-sided 
    (lower bound only) and two-sided bounds, with automatic lag selection 
    using the MAIC criterion of Ng and Perron (2001) 
    <doi:10.1111/1468-0262.00256>.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/boundedur
BugReports: https://github.com/muhammedalkhalaf/boundedur/issues
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0)
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-09 17:14:10 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Giuseppe Cavaliere [ctb] (Original methodology),
  Fang Xu [ctb] (Original methodology)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-16 15:50:22 UTC
Built: R 4.6.0; ; 2026-04-25 17:12:25 UTC; unix
