MIT License

Copyright (c) 2024 Dr. Merwan Roudane

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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SOFTWARE.

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This software is based on the following academic works:

1. Aydin, M. & Pata, U.K. (2020). "Are Shocks to Disaggregated Renewable Energy 
   Consumption Permanent or Temporary for the USA? Wavelet Based Unit Root Test 
   with Smooth Structural Shifts." Energy, 207, 118245.
   
2. Sephton, P.S. (2024). "Finite Sample Lag Adjusted Critical Values and 
   Probability Values for the Fourier Wavelet Unit Root Test." 
   Computational Economics, 64, 693-705.

3. Eroglu, B. & Soybilgen, B. (2018). "On the Performance of Wavelet Based 
   Unit Root Tests." Journal of Risk and Financial Management, 11(3), 47.

The original GAUSS code by Mucahit Aydin (Sakarya University) was used as 
reference for this Python implementation.
