[R] Package update: 'urca' version 0.3-3

[Pfaff, Bernhard]

Dear R-list member,

an update of package 'urca' has been uploaded to CRAN (Mirror: Austria). 
In the updated release unit root and cointegration tests encountered in
applied econometric analysis are implemented. The package is written in
'pure' R and utilises S4 classes.

In particular, the Johansen procedure with likelihood ratio tests for the
inclusion of a linear trend, restrictions on beta and/or alpha matrices, as
well as the data used by Johansen, S. and Juselius, K. (1990) in their
seminal paper have been added. 
Where applicable web-links to the original papers/articles and/or data
sources have been included to the help files, too.


Contents (abbreviated list:
***************************

ablrtest                Likelihood ratio test for restrictions on
                        alpha and beta
alrtest                 Likelihood ratio test for restrictions on
                        alpha
blrtest                 Likelihood ratio test for restrictions on beta
ca.jo                   Johansen Procedure for VECM
ca.jo-class             Representation of class 'ca.jo'
ca.po                   Phillips & Ouliaris Cointegration Test
ca.po-class             Representation of class 'ca.po'
cajo.test-class         Representation of class 'cajo.test'
denmark                 Data set for Denmark, Johansen & Juselius
ecb                     Macroeconomic data of the Euro Zone
finland                 Data set for Finland, Johansen & Juseliues
lttest                  Likelihood ratio test for linear trend 
npext                   Nelson & Plosser extended data set
nporg                   Nelson & Plosser original data set
plot-methods            Methods for Function plot in Package 'urca'
plotres                 Graphical inspection of VECM residuals
show-methods            Methods for Function show in Package 'urca'
summary-methods         Methods for Function summary in Package 'urca'
ur.ers                  Elliott, Rothenberg & Stock Unit Root Test
ur.ers-class            Representation of class 'ur.ers'
ur.kpss                 Kwiatkowski et al. Unit Root Test
ur.kpss-class           Representation of class 'ur.kpss'
ur.pp                   Phillips & Perron Unit Root Test
ur.pp-class             Representation of class 'ur.pp'
ur.sp                   Schmidt & Phillips Unit Root Test
ur.sp-class             Representation of class 'ur.sp'
ur.za                   Zivot & Andrews Unit Root Test
ur.za-class             Representation of class 'ur.za' 

Your comments are welcome. Looking forward to hear from,

Best,
Bernhard 

Dr. Bernhard Pfaff
Global Debt Research - Index and Quantitative Strategy
Dresdner Kleinwort Wasserstein
Phone:	+49 (0)69 713 12273 
Mobile: 	na 
Fax:	+49 (0)69 713 19816

<http://www.drkwresearch.com>
Bloomberg: DRKW<GO>



--------------------------------------------------------------------------------
The information contained herein is confidential and is intended solely for the
addressee. Access by any other party is unauthorised without the express
written permission of the sender. If you are not the intended recipient, please
contact the sender either via the company switchboard on +44 (0)20 7623 8000, or
via e-mail return. If you have received this e-mail in error or wish to read our
e-mail disclaimer statement and monitoring policy, please refer to 
http://www.drkw.com/disc/email/ or contact the sender.