1. Introduction | 2. Model & Methodology | 3. Package Usage Example | 4. Model with Augmentation Terms | 5. Visualizing Posterior Density | 6. References
Package: BayesPanelUR 0.1.0
BayesPanelUR: Bayesian Unit Root Test for Panel Data Models
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.
Authors:
BayesPanelUR_0.1.0.tar.gz
BayesPanelUR_0.1.0.zip(r-4.7-any)BayesPanelUR_0.1.0.zip(r-4.6-any)BayesPanelUR_0.1.0.zip(r-4.5-any)
BayesPanelUR_0.1.0.tgz(r-4.6-any)BayesPanelUR_0.1.0.tgz(r-4.5-any)
BayesPanelUR_0.1.0.tar.gz(r-4.7-any)BayesPanelUR_0.1.0.tar.gz(r-4.6-any)
BayesPanelUR_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
BayesPanelUR/json (API)
| # Install 'BayesPanelUR' in R: |
| install.packages('BayesPanelUR', repos = c('https://shikhartyagi.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- nps_nav - Net Asset Value
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:0d1de68b9f. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 118 | ||
| source / vignettes | OK | 159 | ||
| linux-release | OK | 116 | ||
| macos-release | OK | 102 | ||
| macos-oldrel | OK | 71 | ||
| windows-devel | OK | 89 | ||
| windows-release | OK | 70 | ||
| windows-oldrel | OK | 64 | ||
| wasm-release | OK | 101 |
Exports:bayes_panel_ur
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian Unit Root Test for Panel Data Models | BayesPanelUR-package BayesPanelUR |
| Bayesian Unit Root Test for Panel Data Models | bayes_panel_ur |
| Net Asset Value (NAV) Data of Indian National Pension Scheme (NPS) | nps_nav |
| Plot Method for bayes_panel_ur | plot.bayes_panel_ur |
| Print Method for bayes_panel_ur | print.bayes_panel_ur |
| Summary Method for bayes_panel_ur | summary.bayes_panel_ur |
