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uroot R package

This package contains several functions for analysing quarterly and monthly time series such as unit root tests (ADF, KPSS, HEGY, and CH) and a graphical tools for Buys-Ballot and seasonal cycles, among others. It allows the user to perform 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.

You can find it in CRAN and can be installed using R's install.package function.

The project summary page can be found here. You may also be interested in its page at crantastic.

The package was originally developed by Javier López-de-Lacalle and it is currently mantained by Carlos J. Gil Bellosta.