DESCRIPTION

Package: PANICr
Title: PANIC Tests of Nonstationarity
Description: A methodology that makes use of the factor structure of large
    dimensional panels to understand the nature of nonstationarity inherent
    in data. This is referred to as PANIC, Panel Analysis of Nonstationarity
    in Idiosyncratic and Common Components. 
    PANIC (2004)<doi:10.1111/j.1468-0262.2004.00528.x> includes
    valid pooling methods that allow panel tests to be constructed.
    PANIC (2004) can detect whether the nonstationarity in a series is
    pervasive, or variable specific, or both.
    PANIC (2010) <doi:10.1017/s0266466609990478> includes
    two new tests on the idiosyncratic component that estimates the pooled
    autoregressive coefficient and sample moment, respectively. The PANIC
    model approximates the number of factors based on
    Bai and Ng (2002) <doi:10.1111/1468-0262.00273>.
Depends:
    R(>= 2.10.0)
Version: 1.0.0
License: GPL-3
LazyData: no
Author: Steve Bronder <sbronder@stevebronder.com>
Maintainer: Steve Bronder <sbronder@stevebronder.com>
URL: stevebronder.com,
     https://github.com/Stevo15025/PANICr
Suggests:
    knitr,
    testthat
VignetteBuilder: knitr
Imports:
    MCMCpack,
    xts,
    coda
RoxygenNote: 5.0.1