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urca (version 0.2-0)

ur.sp-class: Representation of class `ur.sp'

Description

This class contains the relevant information by applying the Schmidt & Phillips Unit Root Test to a time series.

Arguments

Extends

Class "urca", directly.

References

Schmidt, P. and Phillips, P.C.B. (1992), LM Test for a Unit Root in the Presence of Deterministic Trends, Oxford Bulletin of Economics and Statistics, 54(3), 257--287. Download possible at: http://cowles.econ.yale.edu/, see rubric 'Discussion Papers (CFDPs)'.

See Also

ur.sp, urca-class.