[R] Did I find a bug on TSERIES or URCA packages?

[Dail]

I'm tring the functions to check the cointegration of a matrix.

I'm using **Phillips & Ouliaris Cointegration Test**

The function in *tseries* package is **po.test** and **ca.po** in *urca* 

The results with **URCA** are:

    > ca.po(prices, demean='none')
    
    ######################################## 
    # Phillips and Ouliaris Unit Root Test # 
    ######################################## 
    
    Test of type Pu 
    detrending of series none 
    
    
    Call:
    lm(formula = z[, 1] ~ z[, -1] - 1)
    
    Residuals:
        Min      1Q  Median      3Q     Max 
    -7.4960 -0.2912  0.7116  1.4530  3.3962 
    
    Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
    z[, -1] 0.559705   0.004678   119.6   <2e-16 ***
    ---
    Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 
    
    Residual standard error: 1.73 on 749 degrees of freedom
    Multiple R-squared: 0.9503,	Adjusted R-squared: 0.9502 
    F-statistic: 1.431e+04 on 1 and 749 DF,  p-value: < 2.2e-16 
    
    
    Value of test-statistic is: 12.9648 
    
    Critical values of Pu are:
                      10pct    5pct    1pct
    critical values 20.3933 25.9711 38.3413


The result with TSERIES are:


    > po.test(prices, demean=FALSE)
    
    	Phillips-Ouliaris Cointegration Test
    
    data:  prices 
    Phillips-Ouliaris standard = -25.6421, Truncation lag parameter = 7,
    p-value = 0.01
    
    Warning message:
    In po.test(prices, demean = FALSE) : p-value smaller than printed
p-value


As you can see I'm testing the same matrix (prices).
How is it possible that URCA tells there is **NO** cointegration and TSERIES
**YES** ??

Prices max it's a simple matrix with two columns (stock1 - stock2), take a
look to an extract of that.

    1  3.065448  5.244870
    2  3.094924  5.806821
    3  2.873858  5.647601
    4  3.205457  6.190820
    5  3.315990  6.453064
    6  3.168612  6.865161
    7  3.271777  7.230428

Thank you

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