Reference manual

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install.packages("urca")

1.3-3 by Bernhard Pfaff, 2 years ago


Browse source code at https://github.com/cran/urca


Authors: Bernhard Pfaff [aut, cre] , Eric Zivot [ctb] , Matthieu Stigler [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports nlme, graphics, stats

Depends on methods


Imported by BETS, ConnectednessApproach, GVARX, apt, bootCT, bootUR, egcm, erer, fUnitRoots, forecast, iNZightTS, memochange, seer, tsDyn, tsfeatures.

Depended on by CADFtest, ECTSVR, ECTTDNN, frequencyConnectedness, vars.

Suggested by AER, FinTS, dynamac, feasts, fracdiff, netseer, oddnet, plm.


See at CRAN