qadf
Quantile Autoregressive Distributed Lag Unit Root Test
Description
Implements the Quantile Autoregressive Distributed Lag (QADF) unit root test proposed by Koenker and Xiao (2004) <doi:10.1198/016214504000001114>. The test examines unit root behaviour across the conditional distribution of a time series using quantile regression, providing a richer characterisation of persistence than standard ADF tests. Critical values follow Hansen (1995) <doi:10.1017/S0266466600009713>. Lag order selection is supported via AIC, BIC, or the t-statistic sequential testing approach.
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Last 30 days
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Last 90 days
766
Last year
Trend: +68.8% (30d vs prior 30d)
0
Last 30 days
22
Last 90 days
27
Last year
Trend: -100% (30d vs prior 30d)
0
Last 7 days
4
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | 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 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 11, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE May 10, 2026
PDF version of manual
LaTeX errors when creating PDF version. This typically indicates Rd problems. LaTeX errors found:
OK 8 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 20, 2026
Code & tests
Open call graph →Line coverage
–
Expression
–
Tests / Examples
–
Functions
9 1 exported
Complexity
5 avg / 16 max
Call network
9 nodes / 7 edges
Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.
Lowest coverage
Per-function coverage is not measured for this package yet.
Code
Structure
Lines of code
672
Files
12
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
1
Internal functions
8
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.14
testthat edition
3
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2026-03-20
Latest release
2026-03-20
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.