.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 |
bh5lrtest |
Likelihood ratio test for restrictions under partly known beta |
bh6lrtest |
Likelihood ratio test for restrictions under partly known beta in a subspace |
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 |
cajorls |
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 |
MacKinnonPValues |
MacKinnon's Unit Root p Values |
npext |
Nelson & Plosser extended data set |
nporg |
Nelson & Plosser original data set |
plot |
Methods for Function plot in Package urca |
plot-method |
Methods for Function plot in Package urca |
plot-methods |
Methods for Function plot in Package urca |
plotres |
Graphical inspection of VECM residuals |
punitroot |
MacKinnon's Unit Root p Values |
qunitroot |
MacKinnon's Unit Root p Values |
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 for Function show in Package 'urca' |
show-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 |
Methods for Function summary in Package 'urca' |
summary-method |
Methods for Function summary in Package 'urca' |
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 |
unitrootTable |
MacKinnon's Unit Root p Values |
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 |
urca-class |
Class 'urca'. Parent of classes in package 'urca' |