bootUR: Bootstrap Unit Root Tests

The R package bootUR implements several bootstrap tests for unit roots, both for single time series and for (potentially) large systems of time series.

Installation and Loading

The package can be installed from CRAN using

install.packages("bootUR")

The development version of the bootUR package can be installed from GitHub using

# install.packages("devtools")
devtools::install_github("smeekes/bootUR")

When installing from GitHub, in order to build the package from source, you need to have the appropriate R development tools installed (Rtools on Windows, or these tools on Mac).

If you want the vignette to appear in your package when installing from GitHub, use

# install.packages("devtools")
devtools::install_github("smeekes/bootUR", build_vignettes = TRUE, dependencies = TRUE)

instead. As building the vignette may take a bit of time (all bootstrap code below is run), package installation will be slower this way.

After installation, the package can be loaded in the standard way:

library(bootUR)

Functionality

A quick overview of the package functionality is provided in the vignette vignette("bootUR").

A further investigation of the functionalities is provided in the Journal of Statistical Software article bootUR: An R Package for Bootstrap Unit Root Tests.