urca (1.3-0)

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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], Eric Zivot [ctb], Matthieu Stigler [ctb]

License: GPL (>= 2)

Uses: nlme
Reverse depends: AnalyzeTS, apt, CADFtest, erer, fUnitRoots, mleur, RMAWGEN, vars
Reverse suggests: AER, FinTS, fracdiff

Released 7 months ago.


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