urca
Unit Root and Cointegration Tests for Time Series Data
Unit root and cointegration tests encountered in applied econometric analysis are implemented.
README
############### # R E A D M E # ############### The two files in the `/Rcmdr' directory of urca, namely `Rcmdr-urca.R' and `Rcmdr-menus.txt', can be utilisied as an add-in to `Rcmdr' of John Fox. For more information on `Rcmdr' please visit the URL: http://socserv.socsci.mcmaster.ca/jfox/Misc/Rcmdr/ as well as the man pages of the package itself. Incidentally, a tutorial `Getting-Started-with-the-Rcmdr.pdf' is shipped in the `/doc' subdirectory of `Rcmdr'. In order to install the `urca' add-in to `Rcmdr' two steps are necessary: 1. step: ******** Copy the `Rcmdr-urca.R' into the `/etc' sub-directory of the package `Rcmdr'; that is: `Rcmdr/etc' should now contain this file. 2. step: ******** Copy the contents of the file `Rcmdr-menus.txt' in the `urca/inst' directory into the file `Rcmdr/etc/Rcmdr-menus.txt' at a suitable place. For example, you can place the contents right before the definition of the `Help-menu' (look for a line, similar to: menu helpMenu topMenu "" "" "" Then, the newly created `urca-menu' will be placed left to the `Help-menu' of `Rcmdr' once you executed: library(Rcmdr) from a R Console.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3-4 |
rolling linux/jammy R-4.5 | urca_1.3-4.tar.gz |
1.0 MiB |
1.3-4 |
rolling linux/noble R-4.5 | urca_1.3-4.tar.gz |
1.0 MiB |
1.3-4 |
rolling source/ R- | urca_1.3-4.tar.gz |
640.0 KiB |
1.3-4 |
latest linux/jammy R-4.5 | urca_1.3-4.tar.gz |
1.0 MiB |
1.3-4 |
latest linux/noble R-4.5 | urca_1.3-4.tar.gz |
1.0 MiB |
1.3-4 |
latest source/ R- | urca_1.3-4.tar.gz |
640.0 KiB |
1.3-4 |
2026-04-26 source/ R- | urca_1.3-4.tar.gz |
640.0 KiB |
1.3-4 |
2026-04-23 source/ R- | urca_1.3-4.tar.gz |
640.0 KiB |
1.3-4 |
2026-04-09 windows/windows R-4.5 | urca_1.3-4.zip |
1.0 MiB |
1.3-4 |
2025-04-20 source/ R- | urca_1.3-4.tar.gz |
640.0 KiB |