Hi,

I am studying Eric Zivot's book (financial time series with S-plus),
 and the
cointegration test in the case where the cointegrated vector is
 estimated from
the data, uses 'nc' (no constant) when doing the unit root test on the
 residuals.

S-plus supports this option in the 'unitroot' function;
however 'urppTest' only has options for 'constant' and 'trend'.

Do you plan to add support for this ?
Should I try writing the code and submit it ?
I tried to contact Bernhard Pfaff by e-mail as listed in the package but it bounced.

In any case, thanks for writing and providing this very useful code.

Thanks
Christophe.





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