[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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