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urca

Unit Root and Cointegration Tests for Time Series Data

Unit root and cointegration tests encountered in applied econometric analysis are implemented.

README

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			# R E A D M E #
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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

VersionRepositoryFileSize
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

Dependencies (latest)

Depends

Imports