ARCH models in Python
R Package for Bootstrap Unit Root Tests
Beer national sales forecasting
R Time series packages not included in CRAN Task View: Time Series Analysis
We are presenting a Bayesian local-level model and its extensions
These functions automate the process of checking for unit roots and transforming data to stationarity
Comprehensive Unit Root and Stationarity Tests (R package on CRAN)
Unit Root Tests for Bounded Time Series (R package on CRAN)
Testing for and dating explosive dynamics (bubbles) in time series: PSY recursive right-tailed unit root tests (ADF, SADF, GSADF, BSADF) in Python. Python edition of the R package exuber.
Multivariate ARDL Unit Root Test (R package on CRAN)
Panel Unit Root Test Based on Recursive Detrending (R package on CRAN)
PhD-level deep-dive curriculum on nonstationarity, ARIMAX, and SARIMAX. 790-line SKILL.md + 5 self-contained runnable Python demos + 290-line statsmodels gotcha bank.
Research on integer-valued time series
Quantile Autoregressive Distributed Lag Unit Root Test (R package on CRAN)
Replication package for "Calibrating M-type unit-root tests in finite samples: exact tables, the sieve bootstrap and a kernel long-run variance": code, protocols, results and supplement. DOI 10.5281/zenodo.23424031
Explore eviews software for dated workfiles, regression models, and forecasting. This eviews econometric software guide connects sample selection, unit-root analysis, dynamic forecasts, volatility modeling, and reproducible evaluation of predictions on a reserved period.
Unit root tests (ADF, KPSS, Zivot–Andrews) for Turkish monthly card spending, USD loan rates and prices, 2014–2024
Diagnostic engine for time-series blocks: declare the block in a YAML and it warns when the tests don't support the specification. ADF/KPSS, Johansen, VAR/VECM. (ES/EN)
Statistical analysis with R by using financial data
To associate your repository with the unit-root topic, visit your repo's landing page and select "manage topics."