urca (version 0.2-0)

summary-methods: Methods for Function summary in Package `urca'

Description

Summarise the outcome of unit root/cointegration tests.

See Also

ur.ers-class, ur.kpss-class, ca.po-class, ur.pp-class, ur.sp-class and ur.za-class.

Examples

data(nporg)
gnp <- na.omit(nporg[, "gnp.r"])
gnp.l <- log(gnp)
#
ers.gnp <- ur.ers(gnp, type="DF-GLS", model="trend", lag.max=4)
summary(ers.gnp)
#
kpss.gnp <- ur.kpss(gnp.l, type="tau", lags="short")
summary(kpss.gnp)
#
pp.gnp <- ur.pp(gnp, type="Z-tau", model="trend", lags="short")
summary(pp.gnp)
#
sp.gnp <- ur.sp(gnp, type="tau", pol.deg=1, signif=0.01)
summary(sp.gnp)
#
za.gnp <- ur.za(gnp, model="both", lag=2)
summary(za.gnp)