论文标题
Bootur：Bootstrap单元根测试的R软件包
bootUR: An R Package for Bootstrap Unit Root Tests
论文作者
论文摘要
单位根测试构成了任何时间序列分析的重要组成部分。我们为从业者提供一个单一的，统一的框架，以在R包装中进行全面且可靠的单元根测试。软件包的骨干是流行的增强型Dickey-Fuller测试，并配对拒绝原则的结合，可以直接在单个时间序列或多个面板时间序列上执行。通过使用引导方法来确保准确的推断。该软件包通过提供明智的默认选项以及专家用户的用户友好且易于实施的功能来解决两个新手用户的需求，并通过提供完整的用户控制来将测试调整为所需的设置。我们并行化的C ++实现可确保所有单元根测试均可扩展到包含许多时间序列的数据集。
Unit root tests form an essential part of any time series analysis. We provide practitioners with a single, unified framework for comprehensive and reliable unit root testing in the R package bootUR.The package's backbone is the popular augmented Dickey-Fuller test paired with a union of rejections principle, which can be performed directly on single time series or multiple (including panel) time series. Accurate inference is ensured through the use of bootstrap methods. The package addresses the needs of both novice users, by providing user-friendly and easy-to-implement functions with sensible default options, as well as expert users, by giving full user-control to adjust the tests to one's desired settings. Our parallelized C++ implementation ensures that all unit root tests are scalable to datasets containing many time series.
