urca: Unit Root and Cointegration Tests for Time Series Data

Unit root and cointegration tests encountered in applied econometric analysis are implemented.

Getting started

Package details

AuthorBernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>=2)
Version1.3-3
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("urca", repos="http://R-Forge.R-project.org")

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urca documentation built on Sept. 9, 2022, 3:06 p.m.