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urca (version 0.2-0)
Unit root and cointegration tests for time series data
Description
Unit root and cointegration tests encountered in applied econometric analysis are implemented.
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Install
install.packages('urca')
Monthly Downloads
405,432
Version
0.2-0
License
GPL version 2 or newer
Maintainer
Bernhard Pfaff
Last Published
May 27th, 2024
Functions in urca (0.2-0)
Search all functions
summary-methods
Methods for Function summary in Package `urca'
show.urca
Function to show objects of classes for unit root tests
nporg
Nelson & Plosser original data set
ur.pp-class
Representation of class `ur.pp'
ur.kpss
Kwiatkowski et al. Unit Root Test
ur.za-class
Representation of class `ur.za'
ur.sp-class
Representation of class `ur.sp'
ur.ers
Elliott, Rothenberg & Stock Unit Root Test
ca.po-class
Representation of class `ca.po'
npext
Nelson & Plosser extended data set
plot-methods
Methods for Function plot in Package `urca'
ur.za
Zivot & Andrews Unit Root Test
.spcv
Critical values for Schmidt & Phillips Unit Root Test
urca-class
Class "urca". Parent of classes in package "urca"
ur.kpss-class
Representation of class `ur.kpss'
ecb
Macroeconomic data of the Euro Zone
ur.sp
Schmidt & Phillips Unit Root Test
ca.po
Phillips & Ouliaris Cointegration Test
show-methods
Methods for Function show in Package `urca'
ur.pp
Phillips & Perron Unit Root Test
ur.ers-class
Representation of class `ur.ers'