ur.pp-class: Representation of class `ur.pp'
Description
This class contains the relevant information by applying the Phillips
& Perron Unit Root Test to a time series.Extends
Class "urca", directly.References
Phillips, P.C.B. and Perron, P. (1988), Testing for a unit root in
time series regression, Biometrika, 75(2), 335--346.
MacKinnon, J.G. (1991), Critical Values for Cointegration Tests,
Long-Run Economic Relationships, eds. R.F. Engle and
C.W.J. Granger, London, Oxford, 267--276.
Download possible at: http://cowles.econ.yale.edu/, see rubric
'Discussion Papers (CFDPs)' and
http://www.econ.ucsd.edu/papers/files/90-4.pdf.