urca: Unit Root and Cointegration Tests for Time Series Data

Unit root and cointegration tests encountered in applied econometric analysis are implemented.

Version: 1.2-9
Depends: R (≥ 2.0.0), methods
Imports: nlme, graphics, stats
Published: 2016-01-11
Author: Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
BugReports: NA
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: NA
NeedsCompilation: yes
Citation: urca citation info
Materials: ChangeLog
In views: Econometrics, Finance, TimeSeries
CRAN checks: urca results

Downloads:

Reference manual: urca.pdf
Package source: urca_1.2-9.tar.gz
Windows binaries: r-devel: urca_1.2-9.zip, r-release: urca_1.2-9.zip, r-oldrel: urca_1.2-9.zip
OS X Mavericks binaries: r-release: urca_1.2-9.tgz, r-oldrel: urca_1.2-9.tgz
Old sources: urca archive

Reverse dependencies:

Reverse depends: CADFtest, fUnitRoots, mleur, vars
Reverse imports: apt, autovarCore, CommonTrend, egcm, erer, partialAR, termstrc, tsDyn
Reverse suggests: AER, FinTS, fracdiff