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 <bernhard at pfaffikus.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | urca citation info |
| Materials: | ChangeLog |
| In views: | Econometrics, Finance, TimeSeries |
| CRAN checks: | urca results |
| Reference manual: | urca.html , urca.pdf |
| Package source: | urca_1.3-4.tar.gz |
| Windows binaries: | r-devel: urca_1.3-4.zip, r-release: urca_1.3-4.zip, r-oldrel: urca_1.3-4.zip |
| macOS binaries: | r-release (arm64): urca_1.3-4.tgz, r-oldrel (arm64): urca_1.3-4.tgz, r-release (x86_64): urca_1.3-4.tgz, r-oldrel (x86_64): urca_1.3-4.tgz |
| Old sources: | urca archive |
| Reverse depends: | CADFtest, ECTSVR, ECTTDNN, ForecastingEnsembles, frequencyConnectedness, vars |
| Reverse imports: | apt, BETS, bootCT, bootUR, combcoint, ConnectednessApproach, convergenceDFM, EconCausal, EQUALrepeat, erer, forecast, fUnitRoots, GVARX, iNZightTS, seer, SignalY, tsDyn, tsfeatures |
| Reverse suggests: | AER, COINT, dynamac, fable, fabletools, feasts, FinTS, fracdiff, netseer, oddnet, plm, pvars |
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