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 <[email protected]>
LicenseGPL (>= 2)
Version1.3-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("urca")

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urca documentation built on May 2, 2019, 2:08 a.m.