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inst/book-ex/Rcode-8-10.R
In urca: Unit Root and Cointegration Tests for Time Series Data
VARselect(Canada, lag.max = 8, type = "both")
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urca documentation built on Feb. 1, 2025, 3:01 a.m.
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VARselect(Canada, lag.max = 8, type = "both")
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