Unit Root and Cointegration Tests for Time Series Data

ablrtest | Likelihood ratio test for restrictions on alpha and beta |

alphaols | OLS regression of VECM weighting matrix |

alrtest | Likelihood ratio test for restrictions on alpha |

bh5lrtest | Likelihood ratio test for restrictions under partly known... |

bh6lrtest | Likelihood ratio test for restrictions under partly known... |

blrtest | Likelihood ratio test for restrictions on beta |

ca.jo | Johansen Procedure for VAR |

ca.jo-class | Representation of class ca.jo |

cajolst | Testing Cointegrating Rank with Level Shift at Unknown time |

cajools | OLS regression of VECM |

cajorls | OLS regression of VECM |

cajo.test-class | Representation of class cajo.test |

ca.po | Phillips & Ouliaris Cointegration Test |

ca.po-class | Representation of class ca.po |

Denmark | Data set for Denmark, Johansen & Juselius (1990) |

ECB | Macroeconomic data of the Euro Zone |

Finland | Data set for Finland, Johansen & Juseliues (1990) |

lttest | Likelihood ratio test for no linear trend in VAR |

MacKinnonPValues | MacKinnon's Unit Root p Values |

NPEXT | Nelson & Plosser extended data set |

NPORG | Nelson & Plosser original data set |

plot-methods | Methods for Function plot in Package urca |

plotres | Graphical inspection of VECM residuals |

Raotbl1 | Data set used by Dickey, Jansen & Thornton (1994) |

Raotbl2 | Data set used by Dickey, Jansen & Thornton (1994) |

Raotbl3 | Data set used by Holden and Perman (1994) |

Raotbl4 | Data set used by Pierre Perron (1994) |

Raotbl5 | Data set used by Pierre Perron (1994) |

Raotbl6 | Data set used by Yash P. Mehra (1994) |

Raotbl7 | Data set used by Glenn Otto (1994) |

show-methods | Methods for Function show in Package 'urca' |

show.urca | Function to show objects of classes for unit root tests |

summary-methods | Methods for Function summary in Package 'urca' |

sumurca-class | Representation of class sumurca |

UKconinc | Data set for the United Kingdom |

UKconsumption | Data set for the United Kingdom |

UKpppuip | Data set for the United Kingdom: ppp and uip |

urca-class | Class 'urca'. Parent of classes in package 'urca' |

urca-internal | Critical values for Schmidt & Phillips Unit Root Test |

ur.df | Augmented-Dickey-Fuller Unit Root Test |

ur.df-class | Representation of class ur.df |

ur.ers | Elliott, Rothenberg & Stock Unit Root Test |

ur.ers-class | Representation of class ur.ers |

ur.kpss | Kwiatkowski et al. Unit Root Test |

ur.kpss-class | Representation of class ur.kpss |

ur.pp | Phillips & Perron Unit Root Test |

ur.pp-class | Representation of class ur.pp |

ur.sp | Schmidt & Phillips Unit Root Test |

ur.sp-class | Representation of class ur.sp |

ur.za | Zivot & Andrews Unit Root Test |

ur.za-class | Representation of class ur.za |

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