urca (1.2-9)

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 about 4 years ago.