.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' |