Unit root and cointegration tests encountered in applied
econometric analysis are implemented.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Bernhard Pfaff, 4 years ago
Browse source code at
Bernhard Pfaff [aut, cre]
Eric Zivot [ctb]
Matthieu Stigler [ctb]
Time Series Analysis
GPL (>= 2)
Imports nlme, graphics, stats
Depends on methods
BETS, GVARX, apt, egcm, erer, fUnitRoots, forecast, fpp3, memochange, partialAR, seer, tsDyn, tsfeatures.
Depended on by
CADFtest, frequencyConnectedness, mleur, vars.
AER, FinTS, dynamac, feasts, fracdiff, plm.
See at CRAN