Unit root and cointegration tests encountered in applied econometric analysis are implemented.
| Version: | 1.2-3 |
| Depends: | R (≥ 2.0.0), methods |
| Imports: | nlme, graphics, stats |
| Published: | 2009-09-28 |
| Author: | Bernhard Pfaff |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL (≥ 2) |
| Citation: | urca citation info |
| In views: | Econometrics, Finance, TimeSeries |
| CRAN checks: | urca results |
| Package source: | urca_1.2-3.tar.gz |
| MacOS X binary: | urca_1.2-3.tgz |
| Windows binary: | urca_1.2-3.zip |
| Reference manual: | urca.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | urca archive |
| Reverse depends: | CADFtest, fUnitRoots, vars |
| Reverse imports: | termstrc |
| Reverse suggests: | AER, FinTS |