R Under development (unstable) (2026-03-12 r89611 ucrt) -- "Unsuffered Consequences" Copyright (C) 2026 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(testthat) > library(fourierur) > > test_check("fourierur") ====================================================================== Running all Fourier Unit Root Tests ====================================================================== 1. FOURIER LM TEST (Enders & Lee, 2012a) -------------------------------------------------- ---------------------------------------------------------------------- Fourier LM Enders & Lee (2012a) ---------------------------------------------------------------------- Observations (T) : 80 Optimal frequency k : 3 Optimal lag p : 2 LM statistic : -1.621 Critical values: 1% : -3.980 5% : -3.310 10% : -2.960 Significance : (not significant) Conclusion: Cannot reject unit root null ---------------------------------------------------------------------- 2. FOURIER ADF TEST (Enders & Lee, 2012b) -------------------------------------------------- ---------------------------------------------------------------------- Fourier ADF Enders & Lee (2012b) ---------------------------------------------------------------------- Observations (T) : 80 Model : Constant + Trend (Model 2) Optimal frequency k : 2 Optimal lag p : 1 ADF statistic : -3.838 Critical values: 1% : -4.690 5% : -4.050 10% : -3.710 Significance : * (10%) Conclusion: Cannot reject unit root null ---------------------------------------------------------------------- 3. FOURIER GLS TEST (Rodrigues & Taylor, 2012) -------------------------------------------------- ---------------------------------------------------------------------- Fourier GLS Rodrigues & Taylor (2012) ---------------------------------------------------------------------- Observations (T) : 80 Model : Constant + Trend (Model 2) Optimal frequency k : 3 c-bar : -14.7500 Optimal lag p : 2 GLS-ADF statistic : -1.743 Critical values: 1% : -4.044 5% : -3.367 10% : -3.037 Significance : (not significant) Conclusion: Cannot reject unit root null ---------------------------------------------------------------------- 4. FOURIER KPSS TEST (Becker, Enders & Lee, 2006) -------------------------------------------------- ---------------------------------------------------------------------- Fourier KPSS Becker, Enders & Lee (2006) ---------------------------------------------------------------------- Observations (T) : 80 Model : Constant + Trend (Model 2) Optimal frequency k : 2 KPSS statistic : 0.3629 Critical values: 1% : 0.202 5% : 0.132 10% : 0.103 Significance : *** (1%) Conclusion: Reject stationarity null at 5% ---------------------------------------------------------------------- 5. FFFFF-DF TEST (Omay, 2015) -------------------------------------------------- ---------------------------------------------------------------------- FFFFF-DF Omay (2015) ---------------------------------------------------------------------- Observations (T) : 80 Model : Constant + Trend (Model 2) Fractional freq k_fr : 1.8000 Optimal lag p : 1 F-stat (Fourier) : 6.642 CV(5%) = 3.120 F decision: Fourier terms significant FFFFF-ADF statistic : -4.037 Critical values: 1% : -4.770 5% : -4.140 10% : -3.810 Significance : * (10%) Conclusion: Cannot reject unit root null ---------------------------------------------------------------------- 6. DOUBLE FREQUENCY FOURIER DF TEST (Cai & Omay, 2021) -------------------------------------------------- ---------------------------------------------------------------------- Double Frequency Fourier DF Cai & Omay (2021) ---------------------------------------------------------------------- Observations (T) : 80 Model : Constant + Trend (Model 2) Optimal (k_s, k_c) : ( 2 , 3 ) Optimal lag p : 7 F_Dfr statistic : 8.382 F CV: 90%= 9.785 95%= 11.450 99%= 15.195 F decision: Cannot reject linearity (standard DF may be preferred) tau_Dfr statistic : -0.451 Asymptotic critical values: 1% : -5.056 5% : -4.207 10% : -3.770 Significance (asymptotic): (not significant) Conclusion: Cannot reject unit root null ---------------------------------------------------------------------- ====================================================================== All Fourier unit root tests completed. ====================================================================== Computing sieve bootstrap critical values (B=50) ... [ FAIL 0 | WARN 0 | SKIP 0 | PASS 45 ] > > proc.time() user system elapsed 0.85 0.20 1.04