Package: CADFtest
Type: Package
Title: This package performs the CADF unit root test proposed in Hansen
        (1995).
Version: 0.3-2
Date: 2014-01-08
Author: Claudio Lupi
Maintainer: Claudio Lupi <lupi@unimol.it>
Depends: dynlm, sandwich, tseries, urca
Suggests: fUnitRoots
Description: This package performs 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 a
        procedure proposed in Costantini, Lupi and Popp (2007),
        illustrated in Lupi (2009).
License: GPL (>= 2)
URL: http://www.jstatsoft.org/v32/i02
LazyLoad: yes
LazyData: yes
Packaged: 2014-01-08 11:48:01 UTC; claudio
Repository: CRAN
Date/Publication: 2014-01-08 13:19:38
NeedsCompilation: no
Built: R 3.1.0; ; 2014-01-09 11:04:42 UTC; unix
