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:	1.0.0
Depends:	R (≥ 3.5.0)
Imports:	stats, quantreg, tseries, urca, strucchange
Suggests:	testthat (≥ 3.0.0), zoo
Published:	2026-03-27
DOI:	10.32614/CRAN.package.unitrootests (may not be active yet)
Author:	Muhammad Abdullah Alkhalaf [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_1.0.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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