ur.kpss-class: Representation of class `ur.kpss'
Description
This class contains the relevant information by applying the
Kwiatkowski, Phillips, Schmidt & Shin unit root test to a time series.Extends
Class "urca", directly.References
Kwiatkowski, D., Phillips, P.C.B., Schmidt, P. and Shin, Y., (1992),
Testing the Null Hypothesis of Stationarity Against the Alternative of
a Unit Root: How Sure Are We That Economic Time Series Have a Unit
Root?, Journal of Econometrics, 54, 159--178.
Download possible at: http://cowles.econ.yale.edu/, see rubric
'Discussion Papers (CFDPs)'.