Version 0.5.0
New Functionality
- Output slots added that store the details of the tests such as
individual test statistics and selected lag lengths.
- Removed the deprecated test names.
Bug Fixes
- Fixed th error in order_of_integration() with boot_ur() test applied
to single time series.
Version 0.4.2
New Functionality
- Output slot added that stores te specifications of the tests.
Bug Fixes
- Visually differentiated test print output by making the name reflect
the most important specifications.
- Forced normalisation of the signs of the eigenvectors calculated for
DWB to ensure reproducability of results across OSes.
Version 0.4.1
New Functionality
- Parallel computing via the RcppParallel package replaces
OpenMP.
Bug Fixes
- Fixed order_integration() to allow for all possible tests.
Version 0.3.0
New Functionality
- Added new functions boot_adf(), boot_ur(), boot_frd(), boot_sqt()
and boot_panel() that replace the old functions boot_df(), iADFtest(),
bFDRtest(), BQSTtest() and paneltest(). The old functions are still
available in the package as deprecated functions.
- For additional clarity, new arguments names are used in the new
functions.
- New adf() function added which implements the standard,
non-bootstrap, augmented Dickey-Fuller (ADF) test
Version 0.2.0
New Functionality
- Added parallel loops using OpenMP.
- Added functions order_integration() to determine the order of
integration of each time series in a dataset. In addition mult_diff() is
added to difference the time series accordingly to eliminate stochastic
trends, and plot_order_integration() is added to plot the found orders
of integration.
- Added function plot_missing_values() to give a visual representation
of the pattern of missing values in the data.
Bug Fixes
- Fixed an incorrect warning in check_inputs() function which was
given whenever NAs were present and S(W)B was used, even if the dataset
remained balanced.
- Fixed bug in check_inputs() function that also set bootstrap to be
performed individually in the presence of NAs even if S(W)B was not
used.
- Fixed bug/incorrect warning in BSQTtest() that incorrectly added
another 0 to argument q even if one was present already.
- Fixed possibility of taking a too fine grid for argument q in
BSQTtest() leading to duplicates. Duplicates are now removed with a
warning given.
- Fixed bug in SB where the last l observations were excluded from
resampling.
- Fixed bug in S(W)B where too short vector with ADF residuals was
used (supplemented with zeros) in bootstrap.
Version 0.1.0
First release; package available on CRAN.