unitrootests: Comprehensive Unit Root and Stationarity Tests

A unified framework for unit root and stationarity testing including quantile ADF tests (Koenker and Xiao, 2004) <doi:10.1198/016214504000001114>, GARCH-based unit root tests with endogenous structural breaks (Narayan and Liu, 2015) <doi:10.1016/j.eneco.2014.11.021>, and comprehensive Dickey-Fuller, Phillips-Perron, KPSS, ERS/DF-GLS, Zivot-Andrews, and Kobayashi-McAleer tests with an Elder-Kennedy decision strategy (Elder and Kennedy, 2001) <doi:10.1080/00220480109595179>.

Version: 1.1.0
Depends: R (≥ 3.5.0)
Imports: stats, quantreg, tseries, urca, strucchange
Suggests: testthat (≥ 3.0.0), zoo
Published: 2026-04-03
DOI: 10.32614/CRAN.package.unitrootests
Author: Muhammad Abdullah Alkhalaf ORCID iD [aut, cre, cph]
Maintainer: Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: unitrootests results

Documentation:

Reference manual: unitrootests.html , unitrootests.pdf

Downloads:

Package source: unitrootests_1.1.0.tar.gz
Windows binaries: r-devel: unitrootests_1.0.0.zip, r-release: unitrootests_1.0.0.zip, r-oldrel: unitrootests_1.0.0.zip
macOS binaries: r-release (arm64): unitrootests_1.1.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): unitrootests_1.0.0.tgz, r-oldrel (x86_64): unitrootests_1.0.0.tgz
Old sources: unitrootests archive

Linking:

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