urca: Unit Root and Cointegration Tests for Time Series Data (original) (raw)
Unit root and cointegration tests encountered in applied econometric analysis are implemented.
| Version: | 1.3-4 |
|---|---|
| Depends: | R (≥ 2.0.0), methods |
| Imports: | nlme, graphics, stats |
| Published: | 2024-05-27 |
| DOI: | 10.32614/CRAN.package.urca |
| Author: | Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb] |
| Maintainer: | Bernhard Pfaff |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | urca citation info |
| Materials: | |
| In views: | Econometrics, Finance, TimeSeries |
| CRAN checks: | urca results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: | CADFtest, ECTSVR, ECTTDNN, frequencyConnectedness, vars |
|---|---|
| Reverse imports: | apt, BETS, bootCT, bootUR, ConnectednessApproach, egcm, EQUALrepeat, erer, forecast, fUnitRoots, GVARX, iNZightTS, memochange, seer, tsDyn, tsfeatures |
| Reverse suggests: | AER, dynamac, fabletools, feasts, FinTS, fracdiff, netseer, oddnet, plm |
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