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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

Documentation:

Reference manual: urca.pdf

Downloads:

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: apt, BETS, bootCT, bootUR, egcm, EQUALrepeat, erer, forecast, fUnitRoots, GVARX, iNZightTS, memochange, seer, tsDyn, tsfeatures
Reverse suggests: AER, dynamac, fabletools, feasts, FinTS, fracdiff, netseer, oddnet, plm

Linking:

Please use the canonical form https://CRAN.R-project.org/package=urca to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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