[R] comparison of packages for Unit Root test
Bernhard Pfaff
bernhard at pfaffikus.de
Thu Jun 30 19:23:05 CEST 2005
Dear Amir,
two more cents to add to Achim's comment:
1) Some of the functions contained in the fseries package are ported
from either the tseries or the urca package. Hence, it might be more
convenient to you by just utilsing the fseries package.
2) A GUI for the Rcmdr package is shipped within the 'inst' directory of
the urca package. And -- please do not mistake this note as an
advertisement --, a book about this topic (including a comparison of
the different implementations) will be published by Springer, N.Y. quite
soon. For more information see: http://www.pfaffikus.de
HTH,
Bernhard
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