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Unit Root Tests and Graphics for Seasonal Time Series
Javier L?pez-de-Lacalle <javlacalle@yahoo.es> and Ignacio D?az-Emparanza <Ignacio.Diaz-Emparanza@ehu.es>
GPL version 2 or newer. The terms of this license are in a file called COPYING which is provided with R.
This package contains several functions for analysing quarterly and monthly time series. Unit root test: ADF, KPSS, HEGY, and CH, as well as graphics: Buys-Ballot and seasonal cycles, among others, have been implemented to accomplish either an analytical or a graphical analysis. Combined use of both enables the user to characterize the seasonality as deterministic, stochastic or a mixture of them. An easy to use graphical user interface is also provided to run some of the implemented functions.
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uroot 1.4
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