Package: BayesPanelUR
Type: Package
Title: Bayesian Unit Root Test for Panel Data Models
Version: 0.1.0
Authors@R: c(
    person("Shikhar", "Tyagi", email = "shikhar1093tyagi@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0003-1606-0844")),
    person("Arvind", "Pandey", email = "arvindmzu@gmail.com", role = "aut"),
    person("Bhupendra", "Singh", email = "bhupendra.rana@gmail.com", role = "aut"),
    person("Vrijesh", "Tripathi", email = "vrijesh.tripathi@uwi.edu", role = "aut")
  )
Description: Implements the Bayesian unit root test for Panel Autoregressive (PAR) time series models developed by Kumar et al. (2016) <https://hdl.handle.net/10419/179393>. The package evaluates the unit root hypothesis (difference stationarity versus trend stationarity) in panel data using the Posterior Odds Ratio (POR). It accommodates PAR models with linear time trend as well as linear time trend with augmentation terms of arbitrary order. Full posterior probabilities, Bayes factors, and individual panel estimates are computed automatically.
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
Depends: R (>= 4.0.0)
Imports: stats, graphics
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 7.3.1
NeedsCompilation: no
Packaged: 2026-07-29 02:15:59 UTC; shikhar tyagi
Author: Shikhar Tyagi [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-1606-0844>),
  Arvind Pandey [aut],
  Bhupendra Singh [aut],
  Vrijesh Tripathi [aut]
Maintainer: Shikhar Tyagi <shikhar1093tyagi@gmail.com>
Repository: CRAN
Date/Publication: 2026-08-06 13:30:07 UTC
