urca (version 0.2-0)

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

Description

This class contains the relevant information by applying the Zivot & Andrews unit root test to a time series.

Extends

Class "urca", directly.

References

Zivot, E. and Andrews, Donald W.K. (1992), Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis, Journal of Business & Economic Statistics, 10(3), 251--270. Download possible at: http://cowles.econ.yale.edu/, see rubric 'Discussion Papers (CFDPs)'.

See Also

ur.za, urca-class.