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inst/book-ex/Rcode-5-4.R
In vars: VAR Modelling
library(urca)
data(nporg)
gnp <- na.omit(nporg[, "gnp.n"])
gnp.tau.sp <- ur.sp(gnp, type = "tau", pol.deg=2,
signif=0.05)
gnp.rho.sp <- ur.sp(gnp, type = "rho", pol.deg=2,
signif=0.05)
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vars documentation built on March 31, 2023, 10:30 p.m.
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library(urca)
data(nporg)
gnp <- na.omit(nporg[, "gnp.n"])
gnp.tau.sp <- ur.sp(gnp, type = "tau", pol.deg=2,
signif=0.05)
gnp.rho.sp <- ur.sp(gnp, type = "rho", pol.deg=2,
signif=0.05)
Try the vars 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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