BayesURTrend: Bayesian Unit Root Test for Model with Maintained Trend

Performs Bayesian unit root testing for time series models with maintained polynomial trend components as proposed by Chaturvedi and Kumar (2005) <doi:10.1016/j.spl.2005.04.044>. The package 'BayesURTrend' computes posterior odds ratios, Bayes factors, and posterior probabilities for unit root hypotheses against stationary alternatives in autoregressive models augmented with polynomial trends. Methodological foundations for Bayesian unit root testing under structural breaks and maintained trends are drawn from Schotman and van Dijk (1991) <doi:10.1016/0304-4076(91)90038-F>, Phillips and Perron (1988) <doi:10.1093/biomet/75.2.335>, and Ouliaris et al. (1988) <doi:10.1007/978-94-009-2953-1_10>.

Version:	0.1.0
Depends:	R (≥ 3.5.0)
Imports:	stats, graphics
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-08-06
DOI:	10.32614/CRAN.package.BayesURTrend (may not be active yet)
Author:	Shikhar Tyagi [aut, cre], Arvind Pandey [aut], Bhupendra Singh [aut], Vrijesh Tripathi [aut]
Maintainer:	Shikhar Tyagi <shikhar1093tyagi at gmail.com>
License:	GPL (≥ 3)
NeedsCompilation:	no
Citation:	BayesURTrend citation info
CRAN checks:	BayesURTrend results

Documentation:

Reference manual:	BayesURTrend.html , BayesURTrend.pdf
Vignettes:	Bayesian Unit Root Testing for Models with Maintained Trend (source, R code)

Downloads:

Package source:	BayesURTrend_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): BayesURTrend_0.1.0.tgz, r-oldrel (arm64): BayesURTrend_0.1.0.tgz, r-release (x86_64): BayesURTrend_0.1.0.tgz, r-oldrel (x86_64): BayesURTrend_0.1.0.tgz

Linking:

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