urca (1.2-7)
Unit root and cointegration tests for time series data.
http://cran.r-project.org/web/packages/urca
Unit root and cointegration tests encountered in applied econometric analysis are implemented.
Maintainer:
Bernhard Pfaff
Author(s): Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb]
License: GPL (>= 2)
Uses: nlme
Reverse depends: apt, CADFtest, fUnitRoots, mleur, RMAWGEN, vars
Reverse suggests: AER, FinTS, fracdiff
Released 10 months ago.
7 previous versions
- urca_1.2-6. Released over 1 year ago.
- urca_1.2-5. Released about 2 years ago.
- urca_1.2-4. Released over 2 years ago.
- urca_1.2-3. Released over 3 years ago.
- urca_1.2-2. Released over 4 years ago.
- urca_1.1-7. Released almost 6 years ago.
- urca_1.1-6. Released over 5 years ago.
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Reviews
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urca - Unit roots and cointegration
As a regular user of urca for both teaching and research, I think it is a user friendly and highly useful package. It implements a number of proced…
abhi111 did not rate urca. Read the full review.
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