inst/book-ex/Rcode-5-4.R

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 Oct. 1, 2018, 12:22 a.m.