boundedur: Unit Root Tests for Bounded Time Series
Implements unit root tests for bounded time series following Cavaliere and Xu (2014) <doi:10.1016/j.jeconom.2013.08.012>. Standard unit root tests (ADF, Phillips-Perron) have non-standard limiting distributions when the time series is bounded. This package provides modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed via Monte Carlo simulation of bounded Brownian motion. Supports one-sided (lower bound only) and two-sided bounds, with automatic lag selection using the MAIC criterion of Ng and Perron (2001) <doi:10.1111/1468-0262.00256>.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-03-16 |
| DOI: | 10.32614/CRAN.package.boundedur |
| Author: | Muhammad Alkhalaf 
[aut, cre, cph],
Giuseppe Cavaliere [ctb] (Original methodology),
Fang Xu [ctb] (Original methodology) |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/boundedur/issues |
| License: | GPL-3 |
| URL: | https://github.com/muhammedalkhalaf/boundedur |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | boundedur results |
Documentation:
| Reference manual: | boundedur.html , boundedur.pdf |
Downloads:
| Package source: | boundedur_1.0.1.tar.gz |
| Windows binaries: | r-devel: boundedur_1.0.1.zip, r-release: boundedur_1.0.1.zip, r-oldrel: boundedur_1.0.1.zip |
| macOS binaries: | r-release (arm64): boundedur_1.0.1.tgz, r-oldrel (arm64): boundedur_1.0.1.tgz, r-release (x86_64): boundedur_1.0.1.tgz, r-oldrel (x86_64): boundedur_1.0.1.tgz |
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