Man pages for urca
Unit Root and Cointegration Tests for Time Series Data

ablrtestLikelihood ratio test for restrictions on alpha and beta
alphaolsOLS regression of VECM weighting matrix
alrtestLikelihood ratio test for restrictions on alpha
bh5lrtestLikelihood ratio test for restrictions under partly known...
bh6lrtestLikelihood ratio test for restrictions under partly known...
blrtestLikelihood ratio test for restrictions on beta
ca.joJohansen Procedure for VAR
ca.jo-classRepresentation of class ca.jo
cajolstTesting Cointegrating Rank with Level Shift at Unknown time
cajoolsOLS regression of VECM
cajorlsOLS regression of VECM
cajo.test-classRepresentation of class cajo.test
ca.poPhillips & Ouliaris Cointegration Test
ca.po-classRepresentation of class ca.po
DenmarkData set for Denmark, Johansen & Juselius (1990)
ECBMacroeconomic data of the Euro Zone
FinlandData set for Finland, Johansen & Juseliues (1990)
lttestLikelihood ratio test for no linear trend in VAR
MacKinnonPValuesMacKinnon's Unit Root p Values
NPEXTNelson & Plosser extended data set
NPORGNelson & Plosser original data set
plot-methodsMethods for Function plot in Package urca
plotresGraphical inspection of VECM residuals
Raotbl1Data set used by Dickey, Jansen & Thornton (1994)
Raotbl2Data set used by Dickey, Jansen & Thornton (1994)
Raotbl3Data set used by Holden and Perman (1994)
Raotbl4Data set used by Pierre Perron (1994)
Raotbl5Data set used by Pierre Perron (1994)
Raotbl6Data set used by Yash P. Mehra (1994)
Raotbl7Data set used by Glenn Otto (1994)
show-methodsMethods for Function show in Package 'urca'
show.urcaFunction to show objects of classes for unit root tests
summary-methodsMethods for Function summary in Package 'urca'
sumurca-classRepresentation of class sumurca
UKconincData set for the United Kingdom
UKconsumptionData set for the United Kingdom
UKpppuipData set for the United Kingdom: ppp and uip
urca-classClass 'urca'. Parent of classes in package 'urca'
urca-internalCritical values for Schmidt & Phillips Unit Root Test
ur.dfAugmented-Dickey-Fuller Unit Root Test
ur.df-classRepresentation of class ur.df
ur.ersElliott, Rothenberg & Stock Unit Root Test
ur.ers-classRepresentation of class ur.ers
ur.kpssKwiatkowski et al. Unit Root Test
ur.kpss-classRepresentation of class ur.kpss
ur.ppPhillips & Perron Unit Root Test
ur.pp-classRepresentation of class ur.pp
ur.spSchmidt & Phillips Unit Root Test
ur.sp-classRepresentation of class ur.sp
ur.zaZivot & Andrews Unit Root Test
ur.za-classRepresentation of class ur.za
urca documentation built on May 31, 2017, 2:41 a.m.