ablrtest | Likelihood ratio test for restrictions on alpha and beta |
alphaols | OLS regression of VECM weighting matrix |
alrtest | Likelihood ratio test for restrictions on alpha |
bh5lrtest | Likelihood ratio test for restrictions under partly known... |
bh6lrtest | Likelihood ratio test for restrictions under partly known... |
blrtest | Likelihood ratio test for restrictions on beta |
ca.jo | Johansen Procedure for VAR |
ca.jo-class | Representation of class ca.jo |
cajolst | Testing Cointegrating Rank with Level Shift at Unknown time |
cajools | OLS regression of VECM |
cajorls | OLS regression of VECM |
cajo.test-class | Representation of class cajo.test |
ca.po | Phillips and Ouliaris Cointegration Test |
ca.po-class | Representation of class ca.po |
Denmark | Data set for Denmark, Johansen and Juselius (1990) |
ECB | Macroeconomic data of the Euro Zone |
Finland | Data set for Finland, Johansen and Juseliues (1990) |
lttest | Likelihood ratio test for no linear trend in VAR |
MacKinnonPValues | MacKinnon's Unit Root p Values |
NPEXT | Nelson and Plosser extended data set |
NPORG | Nelson and Plosser original data set |
plot-methods | Methods for Function plot in Package urca |
plotres | Graphical inspection of VECM residuals |
Raotbl1 | Data set used by Dickey, Jansen and Thornton (1994) |
Raotbl2 | Data set used by Dickey, Jansen and Thornton (1994) |
Raotbl3 | Data set used by Holden and Perman (1994) |
Raotbl4 | Data set used by Pierre Perron (1994) |
Raotbl5 | Data set used by Pierre Perron (1994) |
Raotbl6 | Data set used by Yash P. Mehra (1994) |
Raotbl7 | Data set used by Glenn Otto (1994) |
show-methods | Methods for Function show in Package 'urca' |
show.urca | Function to show objects of classes for unit root tests |
summary-methods | Methods for Function summary in Package 'urca' |
sumurca-class | Representation of class sumurca |
UKconinc | Data set for the United Kingdom |
UKconsumption | Data set for the United Kingdom |
UKpppuip | Data set for the United Kingdom: ppp and uip |
urca-class | Class 'urca'. Parent of classes in package 'urca' |
urca-internal | Critical values for Schmidt and Phillips Unit Root Test |
ur.df | Augmented-Dickey-Fuller Unit Root Test |
ur.df-class | Representation of class ur.df |
ur.ers | Elliott, Rothenberg and Stock Unit Root Test |
ur.ers-class | Representation of class ur.ers |
ur.kpss | Kwiatkowski et al. Unit Root Test |
ur.kpss-class | Representation of class ur.kpss |
ur.pp | Phillips and Perron Unit Root Test |
ur.pp-class | Representation of class ur.pp |
ur.sp | Schmidt and Phillips Unit Root Test |
ur.sp-class | Representation of class ur.sp |
ur.za | Zivot and Andrews Unit Root Test |
ur.za-class | Representation of class ur.za |
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