Unit root and cointegration tests encountered in applied econometric analysis are implemented.
| Version: | 1.2-7 |
| Depends: | R (≥ 2.0.0), methods |
| Imports: | nlme, graphics, stats |
| Published: | 2012-07-26 |
| Author: | Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb] |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL (≥ 2) |
| NeedsCompilation: | yes |
| Citation: | urca citation info |
| In views: | Econometrics, Finance, TimeSeries |
| CRAN checks: | urca results |
| Package source: | urca_1.2-7.tar.gz |
| MacOS X binary: | urca_1.2-7.tgz |
| Windows binary: | urca_1.2-7.zip |
| Reference manual: | urca.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | urca archive |
| Reverse depends: | apt, CADFtest, fUnitRoots, mleur, RMAWGEN, vars |
| Reverse imports: | CommonTrend, RMAWGEN, termstrc, tsDyn |
| Reverse suggests: | AER, FinTS, fracdiff |