Unit root and cointegration tests for time series data


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.spcv Critical values for Schmidt & Phillips Unit Root Test
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
blrtest Likelihood ratio test for restrictions on beta
ca.jo Johansen Procedure for VAR
ca.jo-class Representation of class `ca.jo'
ca.po Phillips & Ouliaris Cointegration Test
ca.po-class Representation of class `ca.po'
cajo.test-class Representation of class `cajo.test'
cajolst Testing Cointegrating Rank with Level Shift at Unknown time
cajools OLS regression of VECM
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
npext Nelson & Plosser extended data set
nporg Nelson & Plosser original data set
plot,ca.jo,missing-method Methods for Function plot in Package `urca'
plot,ca.po,missing-method Methods for Function plot in Package `urca'
plot,ur.ers,missing-method Methods for Function plot in Package `urca'
plot,ur.kpss,missing-method Methods for Function plot in Package `urca'
plot,ur.pp,missing-method Methods for Function plot in Package `urca'
plot,ur.sp,missing-method Methods for Function plot in Package `urca'
plot,ur.za,missing-method Methods for Function plot in Package `urca'
plot-methods Methods for Function plot in Package `urca'
plotres Graphical inspection of VECM residuals
show,ca.jo-method Methods for Function show in Package `urca'
show,ca.po-method Methods for Function show in Package `urca'
show,cajo.test-method Methods for Function show in Package `urca'
show,ur.ers-method Methods for Function show in Package `urca'
show,ur.kpss-method Methods for Function show in Package `urca'
show,ur.pp-method Methods for Function show in Package `urca'
show,ur.sp-method Methods for Function show in Package `urca'
show,ur.za-method Methods for Function show in Package `urca'
show-methods Methods for Function show in Package `urca'
show.urca Function to show objects of classes for unit root tests
summary,ca.jo-method Methods for Function summary in Package `urca'
summary,ca.po-method Methods for Function summary in Package `urca'
summary,cajo.test-method Methods for Function summary in Package `urca'
summary,ur.ers-method Methods for Function summary in Package `urca'
summary,ur.kpss-method Methods for Function summary in Package `urca'
summary,ur.pp-method Methods for Function summary in Package `urca'
summary,ur.sp-method Methods for Function summary in Package `urca'
summary,ur.za-method Methods for Function summary in Package `urca'
summary-methods Methods for Function summary in Package `urca'
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'
urca-class Class `urca'. Parent of classes in package `urca'