inst/book-ex/Rcode-5-5.R
In frbl/vars: VAR Modelling
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)
frbl/vars documentation built on Dec. 11, 2019, 1:16 a.m.
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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)
R Package Documentation
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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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