Version 2.2 (R2006a) GARCH Toolbox Software

This table summarizes new features in V2.2 (R2006a).

New Features and Changes	Version Compatibility Considerations	Fixed Bugs and Known Problems
Yes Details below	No	No

New features and changes follow:

• User's Guide

• Statistical Functions

User's Guide

A new chapter in the GARCH Toolbox User's Guide explains how to conduct Dickey-Fuller and Phillips-Perron unit root tests with the new statistical functions in the toolbox.

Statistical Functions

Version 2.2 of the GARCH Toolbox software has six new functions. All of them support the ability to conduct univariate unit root tests on time series data. Three functions support augmented Dickey-Fuller unit root tests. The remaining three support Phillips-Perron unit root tests.

Dickey-Fuller Unit Root Tests

Function	Purpose
dfARDTest	Augmented Dickey-Fuller unit root test based on AR model with drift.
dfARTest	Augmented Dickey-Fuller unit root test based on zero drift AR model.
dfTSTest	Augmented Dickey-Fuller unit root test based on trend stationary AR model.

Phillips-Perron Unit Root Tests

Function	Purpose
ppARDTest	Phillips-Perron unit root test based on AR(1) model with drift.
ppARTest	Phillips-Perron unit root test based on zero drift AR(1) model.
ppTSTest	Phillips-Perron unit root test based on trend stationary AR(1) model.

Version 2.3 (R2006b) GARCH Toolbox Software

Version 2.1 (R14SP3) GARCH Toolbox Software

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