[R] comparison of packages for Unit Root test

[Achim Zeileis]

On Wed, 29 Jun 2005 03:08:23 -0700 (PDT) Amir Safari wrote:

>  
>  
> Dear R Users,
>  
> Could somebody please compare the packages of unit root test ( Uroot,
> Ucra, tseries and fseries ) regarding the type of test ( without
> constant and trend, with constant , and with constant and trend ) ?

IMHO, the tseries implementation is still the reference implementation
for the significance tests which also have a slim interface.
urca (sic!) offers some more tools in an integrated way. If you are not
just interested in one test or the other, urca certainly offers much
tools in a unit root analysis.
If you use the Rmetrics suite of packages, then fSeries (sic!) is
probably most useful.
uroot (sic!) offers a GUI which is a bit cumbersome to set up and the
output is a bit crude, e.g., doesn't offer p-values.

my 2 cent,
Z

> Regards,
> Amir Safari
>  
> 
> 		
> ---------------------------------
> 
>  Rekindle the Rivalries. Sign up for Fantasy Football
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>