# urca v1.3-0

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## Unit Root and Cointegration Tests for Time Series Data

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

## Functions in urca

Name | Description | |

ca.po-class | Representation of class ca.po | |

ca.jo-class | Representation of class ca.jo | |

bh5lrtest | Likelihood ratio test for restrictions under partly known beta | |

ca.po | Phillips \& Ouliaris Cointegration Test | |

cajo.test-class | Representation of class cajo.test | |

alrtest | Likelihood ratio test for restrictions on alpha | |

cajolst | Testing Cointegrating Rank with Level Shift at Unknown time | |

bh6lrtest | Likelihood ratio test for restrictions under partly known beta in a subspace | |

blrtest | Likelihood ratio test for restrictions on beta | |

ablrtest | Likelihood ratio test for restrictions on alpha and beta | |

plot-methods | Methods for Function plot in Package urca | |

ecb | Macroeconomic data of the Euro Zone | |

npext | Nelson \& Plosser extended data set | |

MacKinnonPValues | MacKinnon's Unit Root p Values | |

finland | Data set for Finland, Johansen \& Juseliues (1990) | |

cajools | OLS regression of VECM | |

denmark | Data set for Denmark, Johansen \& Juselius (1990) | |

cajorls | OLS regression of VECM | |

nporg | Nelson \& Plosser original data set | |

lttest | Likelihood ratio test for no linear trend in VAR | |

Raotbl1 | Data set used by Dickey, Jansen \& Thornton (1994) | |

Raotbl4 | Data set used by Pierre Perron (1994) | |

Raotbl3 | Data set used by Holden and Perman (1994) | |

Raotbl5 | Data set used by Pierre Perron (1994) | |

plotres | Graphical inspection of VECM residuals | |

show-methods | Methods for Function show in Package `urca' | |

Raotbl6 | Data set used by Yash P. Mehra (1994) | |

Raotbl2 | Data set used by Dickey, Jansen \& Thornton (1994) | |

Raotbl7 | Data set used by Glenn Otto (1994) | |

show.urca | Function to show objects of classes for unit root tests | |

sumurca-class | Representation of class sumurca | |

UKconinc | Data set for the United Kingdom | |

ur.df-class | Representation of class ur.df | |

ur.kpss-class | Representation of class ur.kpss | |

ur.ers | Elliott, Rothenberg \& Stock Unit Root Test | |

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

ur.df | Augmented-Dickey-Fuller Unit Root Test | |

UKconsumption | Data set for the United Kingdom | |

ur.ers-class | Representation of class ur.ers | |

ur.kpss | Kwiatkowski et al. Unit Root Test | |

ur.sp | Schmidt \& Phillips Unit Root Test | |

ur.pp-class | Representation of class ur.pp | |

ur.za-class | Representation of class ur.za | |

urca-internal | Critical values for Schmidt \& Phillips Unit Root Test | |

ur.za | Zivot \& Andrews Unit Root Test | |

ur.sp-class | Representation of class ur.sp | |

ur.pp | Phillips \& Perron Unit Root Test | |

UKpppuip | Data set for the United Kingdom: ppp and uip | |

urca-class | Class `urca'. Parent of classes in package `urca' | |

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## Last month downloads

## Details

Date | 2016-09-06 |

LazyLoad | yes |

License | GPL (>= 2) |

NeedsCompilation | yes |

Packaged | 2016-09-06 20:57:19 UTC; bp |

Repository | CRAN |

Date/Publication | 2016-09-06 23:26:02 |

imports | graphics , nlme , stats |

depends | methods , R (>= 2.0.0) |

Contributors | Bernhard Pfaff, Eric Zivot, Matthieu Stigler |

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