Projects in Awesome Lists tagged with unit-root
A curated list of projects in awesome lists tagged with unit-root .
https://github.com/bashtage/arch
ARCH models in Python
adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility
Last synced: 13 May 2025
https://github.com/smeekes/bootur
R Package for Bootstrap Unit Root Tests
bootstrap dickey-fuller hypothesis-test r-package time-series unit-root
Last synced: 24 Mar 2025
https://github.com/beliavsky/r-time-series-task-view-supplement
R Time series packages not included in CRAN Task View: Time Series Analysis
arima arma-model autoregression cointegration cran econometrics forecast forecasting garch hmm nonlinear-time-series r r-package r-packages stochastic-volatility time-series time-series-analysis unit-root vector-autoregression volatility
Last synced: 01 Sep 2025
https://github.com/donotdespair/bayesian-unobserved-component-models
We are presenting a Bayesian local-level model and its extensions
bayesian forecasting hierarchical-models macroeconometrics mcxs rstats state-space unit-root unobserved-component
Last synced: 03 Mar 2026
https://github.com/svmiller/stsd
Simulate Time Series Diagnostics
dickey-fuller phillips-perron r simulation time-series unit-root
Last synced: 19 Oct 2025
