urca

Unit Root and Cointegration Tests for Time Series Data

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

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Description file content

Package
urca
Version
1.3-0
Date
2016-09-06
Title
Unit Root and Cointegration Tests for Time Series Data
Depends
R (>= 2.0.0), methods
Imports
nlme, graphics, stats
LazyLoad
yes
Description
Unit root and cointegration tests encountered in applied econometric analysis are implemented.
License
GPL (>= 2)
NeedsCompilation
yes
Packaged
2016-09-06 20:57:19 UTC; bp
Author
Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]
Maintainer
Bernhard Pfaff
Repository
CRAN
Date/Publication
2016-09-06 23:26:02

install.packages('urca')

1.3-0

a year ago

Bernhard Pfaff

GPL (>= 2)

Depends on

R (>= 2.0.0), methods

Imports

nlme, graphics, stats

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