urca: Unit Root and Cointegration Tests for Time Series Data

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.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 dependencies:

Reverse depends: CADFtest, ECTSVR, ECTTDNN, frequencyConnectedness, vars
Reverse imports: BETS, bootCT, bootUR, ConnectednessApproach, egcm, forecast, fUnitRoots, GVARX, iNZightTS, memochange, seer, tsDyn, tsfeatures
Reverse suggests: AER, dynamac, feasts, FinTS, fracdiff, netseer, oddnet, plm


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