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inst/book-ex/Rcode-4-4.R
In urca: Unit Root and Cointegration Tests for Time Series Data
library(vars)
vecm.level <- vec2var(vecm, r = 2)
arch.test(vecm.level)
normality.test(vecm.level)
serial.test(vecm.level)
predict(vecm.level)
irf(vecm.level, boot = FALSE)
fevd(vecm.level)
class(vecm.level)
methods(class = "vec2var")
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urca documentation built on Sept. 9, 2022, 3:06 p.m.
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library(vars)
vecm.level <- vec2var(vecm, r = 2)
arch.test(vecm.level)
normality.test(vecm.level)
serial.test(vecm.level)
predict(vecm.level)
irf(vecm.level, boot = FALSE)
fevd(vecm.level)
class(vecm.level)
methods(class = "vec2var")
Try the urca package in your browser
Any scripts or data that you put into this service are public.
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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