Unit root and cointegration tests encountered in applied econometric analysis are implemented.
| Version: | 1.1-7 |
| Depends: | R (≥ 2.0.0), methods |
| Imports: | nlme, graphics, stats |
| Date: | 2007-06-30 |
| Author: | Bernhard Pfaff |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL (≥2) |
| In views: | Econometrics, Finance, TimeSeries |
| CRAN checks: | urca results |
Downloads:
| Package source: | urca_1.1-7.tar.gz |
| MacOS X binary: | urca_1.1-7.tgz |
| Windows binary: | urca_1.1-7.zip |
| Reference manual: | urca.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | urca archive |