CRAN/E | urca

urca

Unit Root and Cointegration Tests for Time Series Data

Installation

About

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

Citation urca citation info

Key Metrics

Version 1.3-3
R ≥ 2.0.0
Published 2022-08-29 600 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks urca results

Downloads

Yesterday 7.719
Last 7 days 28.152 -22%
Last 30 days 130.922 -9%
Last 90 days 459.881 -22%
Last 365 days 1.899.041 -8%

Maintainer

Maintainer

Bernhard Pfaff

bernhard@pfaffikus.de

Authors

Bernhard Pfaff

aut / cre

Eric Zivot

ctb

Matthieu Stigler

ctb

Material

ChangeLog
Reference manual
Package source

In Views

Econometrics
Finance
TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

urca archive

Depends

R ≥ 2.0.0
methods

Imports

nlme
graphics
stats

Reverse Depends

CADFtest
ECTTDNN
frequencyConnectedness
vars

Reverse Imports

apt
BETS
bootUR
ecm
erer
forecast
fpp3
fUnitRoots
GVARX
memochange
seer
tsDyn
tsfeatures

Reverse Suggests

AER
dynamac
feasts
FinTS
fracdiff
plm