urca (1.3-0)

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Unit Root and Cointegration Tests for Time Series Data.


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, frequencyConnectedness, fUnitRoots, mleur, RMAWGEN, vars
Reverse suggests: AER, dynamac, feasts, FinTS, fracdiff, plm

Released over 3 years ago.

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Related packages: dynlm, strucchange, tsDyn, tseries, tsfa, vars, zoo, CADFtest, xts, forecast, gets, AER, boot, car, Ecdat, gmm, lmtest, meboot, nlme, sandwich(20 best matches, based on common tags.)

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