inst/book-ex/Rcode-5-5.R

library(urca)
data(nporg)
ir <- na.omit(nporg[, "bnd"])
wg <- log(na.omit(nporg[, "wg.n"]))
ir.kpss <- ur.kpss(ir, type = "mu", use.lag=8)
wg.kpss <- ur.kpss(wg, type = "tau", use.lag=8)

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