urca (1.2-4)

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 <bernhard.pfaff@pfaffikus.de>

License: GPL (>= 2)

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

Released over 2 years ago.