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Changelog

sTSD 0.2.0

Updates across the board, including:

  • Clarified/updated functionality to spp_test().
  • skpss_test() performs the KPSS test with simulated critical values.
  • sim_ts() is a function for simulating time series, mostly used internally.
  • sim_df_mod() is a function for simulating Dickey-Fuller statistics, mostly used internally.
  • sadf_test() does the (Augmented) Dickey-Fuller test with simulated critical values.
  • adf_lag_select() helps the user identify potentially optimal lag selection for (Augmented) Dickey-Fuller tests.
  • ur_summary() provides a more straightforward function to summarize unit root tests produced in this package.
  • USDICE, tbills, exCopdab, lag_suggests, and money_demand are toy data sets now included in this package.

sTSD 0.1.0

CRAN release: 2024-12-20

Initial development offering.