inst/book-ex/Rcode-5-4.R
In cheaton/vars2: 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)
cheaton/vars2 documentation built on May 29, 2019, 3:04 a.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)
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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