Unit root and cointegration tests encountered in applied econometric analysis are implemented.
| Version: | 1.3-0 |
| Depends: | R (≥ 2.0.0), methods |
| Imports: | nlme, graphics, stats |
| Published: | 2016-09-06 |
| Author: | Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb] |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | urca citation info |
| Materials: | ChangeLog |
| In views: | Econometrics, Finance, TimeSeries |
| CRAN checks: | urca results |
| Reference manual: | urca.pdf |
| Package source: | urca_1.3-0.tar.gz |
| Windows binaries: | r-devel: urca_1.3-0.zip, r-release: urca_1.3-0.zip, r-oldrel: urca_1.3-0.zip |
| macOS binaries: | r-release: urca_1.3-0.tgz, r-oldrel: urca_1.3-0.tgz |
| Old sources: | urca archive |
| Reverse depends: | CADFtest, frequencyConnectedness, mleur, vars |
| Reverse imports: | apt, BETS, egcm, erer, forecast, fpp3, fUnitRoots, GVARX, memochange, partialAR, seer, tsDyn, tsfeatures |
| Reverse suggests: | AER, dynamac, feasts, FinTS, fracdiff, plm |
Please use the canonical form https://CRAN.R-project.org/package=urca to link to this page.