CADFtest

A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests

v0.3-3 · Jun 2, 2017 · GPL (>= 2)

Description

Hansen's (1995) Covariate-Augmented Dickey-Fuller (CADF) test. The only required argument is y, the Tx1 time series to be tested. If no stationary covariate X is passed to the procedure, then an ordinary ADF test is performed. The p-values of the test are computed using the procedure illustrated in Lupi (2009).

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CRAN Check Status

2 NOTE

12 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	57.6s
r-devel-linux-x86_64-debian-gcc	NOTE	42.3s
r-devel-linux-x86_64-fedora-clang	OK	93.4s
r-devel-linux-x86_64-fedora-gcc	OK	98.4s
r-devel-macos-arm64	OK	21s
r-devel-windows-x86_64	OK	96s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	57s
r-oldrel-windows-x86_64	OK	110s
r-patched-linux-x86_64	OK	53.8s
r-release-linux-x86_64	OK	52.9s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	70s
r-release-windows-x86_64	OK	96s

Check details (14 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Claudio Lupi <lupi@unimol.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Claudio",
                    family = "Lupi",
                    role = c("aut", "cre"),
                    email = "lupi@unimol.it")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Claudio Lupi <lupi@unimol.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Claudio",
                    family = "Lupi",
                    role = c("aut", "cre"),
                    email = "lupi@unimol.it")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

OK r-devel-linux-x86_64-fedora-clang

OK r-devel-linux-x86_64-fedora-gcc

OK r-devel-macos-arm64

OK r-devel-windows-x86_64

OK r-oldrel-macos-arm64

OK r-oldrel-macos-x86_64

OK r-oldrel-windows-x86_64

OK r-patched-linux-x86_64

OK r-release-linux-x86_64

OK r-release-macos-arm64

OK r-release-macos-x86_64

OK r-release-windows-x86_64

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Claudio Lupi <lupi@unimol.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Claudio",
                    family = "Lupi",
                    role = c("aut", "cre"),
                    email = "lupi@unimol.it")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Claudio Lupi <lupi@unimol.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Claudio",
                    family = "Lupi",
                    role = c("aut", "cre"),
                    email = "lupi@unimol.it")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Dependency Network

Version History

new 0.3-3 Mar 9, 2026