urca: Unit root and cointegration tests for time series data

Unit root and cointegration tests encountered in applied econometric analysis are implemented.

Version: 1.2-6
Depends: R (≥ 2.0.0), methods
Imports: nlme, graphics, stats
Published: 2011-11-28
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL (≥ 2)
Citation: urca citation info
In views: Econometrics, Finance, TimeSeries
CRAN checks: urca results

Downloads:

Package source: urca_1.2-6.tar.gz
MacOS X binary: urca_1.2-6.tgz
Windows binary: urca_1.2-6.zip
Reference manual: urca.pdf
News/ChangeLog:ChangeLog
Old sources: urca archive

Reverse dependencies:

Reverse depends: CADFtest, fUnitRoots, mleur, RMAWGEN, vars
Reverse imports: CommonTrend, RMAWGEN, termstrc
Reverse suggests: AER, FinTS