The goal of the R-package urtrend is to provide functionality to apply the methods developed in the paper “Unit Root Testing with Slowly Varying Trends” by Sven Otto using the statistical software R. The repository also provides code to replicate all simulation results in this paper.
You can install the package using the following commands in your R console:
install.packages("remotes")
remotes::install_github("ottosven/urtrend")