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inst/book-ex/Rcode-5-1.R
In urca: Unit Root and Cointegration Tests for Time Series Data
library(urca)
data(Raotbl3)
attach(Raotbl3)
lc <- ts(lc, start=c(1966,4), end=c(1991,2), frequency=4)
lc.ct <- ur.df(lc, lags=3, type='trend')
plot(lc.ct)
lc.co <- ur.df(lc, lags=3, type='drift')
lc2 <- diff(lc)
lc2.ct <- ur.df(lc2, type='trend', lags=3)
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urca documentation built on Aug. 30, 2022, 1:10 a.m.
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library(urca)
data(Raotbl3)
attach(Raotbl3)
lc <- ts(lc, start=c(1966,4), end=c(1991,2), frequency=4)
lc.ct <- ur.df(lc, lags=3, type='trend')
plot(lc.ct)
lc.co <- ur.df(lc, lags=3, type='drift')
lc2 <- diff(lc)
lc2.ct <- ur.df(lc2, type='trend', lags=3)
Try the urca package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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