urca: Unit Root and Cointegration Tests for Time Series Data
Version 1.3-0

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]
Date of publication2016-09-06 23:26:02
MaintainerBernhard Pfaff <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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urca documentation built on May 29, 2017, 3:27 p.m.