urca: Unit Root and Cointegration Tests for Time Series Data

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

Version:	1.3-3
Depends:	R (≥ 2.0.0), methods
Imports:	nlme, graphics, stats
Published:	2022-08-29
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_1.3-3.tar.gz
Windows binaries:	r-devel: urca_1.3-3.zip, r-release: urca_1.3-3.zip, r-oldrel: urca_1.3-3.zip
macOS binaries:	r-release (arm64): urca_1.3-3.tgz, r-oldrel (arm64): urca_1.3-3.tgz, r-release (x86_64): urca_1.3-3.tgz, r-oldrel (x86_64): urca_1.3-3.tgz
Old sources:	urca archive

Reverse dependencies:

Reverse depends:	CADFtest, ECTTDNN, frequencyConnectedness, vars
Reverse imports:	apt, BETS, bootUR, ConnectednessApproach, ecm, erer, forecast, fpp3, fUnitRoots, GVARX, memochange, seer, tsDyn, tsfeatures
Reverse suggests:	AER, dynamac, feasts, FinTS, fracdiff, plm

Linking:

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