urca: Unit Root and Cointegration Tests for Time Series Data

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

Getting started

Package details

AuthorBernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>= 2)
Version1.3-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("urca")

Try the urca package in your browser

Any scripts or data that you put into this service are public.

urca documentation built on Aug. 30, 2022, 1:10 a.m.