[R] urca package - summary method -

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Wed May 16 17:45:56 CEST 2007


>
>Hi
>
>  I am using the package urca and I am interested about the KPSS test.
>  That works fine except the method "summary" did not work in 
>the script,
>  only when it is typed direct in the console the results are 
>shown( not a
>  source file).

Hello,

which version of urca are using? The problem you mentioned has been
fixed in November  last last year (see R-Help, there is an extensive
thread about the explicit loading of methods as well as the Changelog of
urca:

2006-11-04  Dr. Bernhard Pfaff  <bernhard at pfaffikus.de>

	* NAMESPACE: import(methods) inserted
).

I have checked again with:

<file kpsstest.R>
library(urca)
data(nporg)
gnp <- na.omit(nporg[, "gnp.r"])
gnp.l <- log(gnp)
kpss.gnp <- ur.kpss(gnp.l, type="tau", lags="short")
summary(kpss.gnp)
summary(ur.kpss(gnp.l, type="tau", lags="short"))
<end file>

and

R CMD BATCH --no-restore kpsstest.R

which runs flawlessly. Hence, a simple update of 'urca' should solve
your problem.

Best,
Bernhard

>
>  Is there any problem with these method ?
>
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