Unit Root Tests for Seasonal Time Series
Install the latest stable version of uroot from CRAN:
install.packages("uroot")You can install the development version of uroot from Github:
library(devtools)
install_github("GeoBosh/uroot")Overview
Note: All CUDA related stuff was removed in version 2.1.0 of uroot. The last version with CUDA support was 2.0.11.
Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests.
** Windows systems:
GPU parallelization is not currently available on Windows systems.
** Unix systems:
For full operational capabilities, the ‘uroot’ package requires the following installed on the system:
CUDA capable GPU with compute capability >= 3.0.
CUDA software, which includes the ‘nvcc’ (release >= 7.1) NVIDIA Cuda Compiler driver (available at https://www.nvidia.com).
A general purpose C compiler is needed by nvcc.
By default the package is installed without the GPU capabilities. To request them, set environment variable CUDA_IGNORE to any nonempty value for the R package installer.