qadf: Quantile Autoregressive Distributed Lag Unit Root Test
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.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, quantreg |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-03-20 |
| DOI: | 10.32614/CRAN.package.qadf (may not be active yet) |
| Author: | Muhammad Alkhalaf 
[aut, cre, cph] |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/qadf/issues |
| License: | GPL-3 |
| URL: | https://github.com/muhammedalkhalaf/qadf |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | qadf results |
Documentation:
| Reference manual: | qadf.html , qadf.pdf |
Downloads:
| Package source: | qadf_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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