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Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used. WWW: https://cran.r-project.org/web/packages/uroot/
9 lines
418 B
Plaintext
9 lines
418 B
Plaintext
Seasonal unit roots and seasonal stability tests. P-values based
|
|
on response surface regressions are available for both tests.
|
|
P-values based on bootstrap are available for seasonal unit root
|
|
tests. A parallel implementation of the bootstrap method requires
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|
a CUDA capable GPU with compute capability >= 3.0, otherwise a
|
|
debugging version fully coded in R is used.
|
|
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|
WWW: https://cran.r-project.org/web/packages/uroot/
|