R Package 'urca'
Unit root and cointegration tests encountered in applied econometric analysis are implemented. This R package is used in the Springer book Analysis of Integrated and Cointegrated Time Series with R. The package is hosted on CRAN.
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Unit root and cointegration tests encountered in applied econometric analysis are implemented. This R package is used in the Springer book Analysis of Integrated and Cointegrated Time Series with R. The package is hosted on CRAN.
Unit Root and Cointegration Tests for Time Series Data