urca1.3-4 package

Likelihood ratio test for restrictions on alpha and beta

OLS regression of VECM weighting matrix

Likelihood ratio test for restrictions on alpha

Likelihood ratio test for restrictions under partly known beta

Likelihood ratio test for restrictions under partly known beta in a su...

Likelihood ratio test for restrictions on beta

Representation of class ca.jo

Johansen Procedure for VAR

Representation of class ca.po

Phillips and Ouliaris Cointegration Test

Representation of class cajo.test

Testing Cointegrating Rank with Level Shift at Unknown time

OLS regression of VECM

OLS regression of VECM

Data set for Denmark, Johansen and Juselius (1990)

Macroeconomic data of the Euro Zone

Data set for Finland, Johansen and Juseliues (1990)

Graphical inspection of VECM residuals

Likelihood ratio test for no linear trend in VAR

MacKinnon's Unit Root p Values

Nelson and Plosser extended data set

Nelson and Plosser original data set

Methods for Function plot in Package urca

Methods for Function show in Package `urca'

Function to show objects of classes for unit root tests

Methods for Function summary in Package `urca'

Representation of class sumurca

Representation of class ur.df

Schmidt and Phillips Unit Root Test

Augmented-Dickey-Fuller Unit Root Test

Representation of class ur.ers

Elliott, Rothenberg and Stock Unit Root Test

Representation of class ur.kpss

Kwiatkowski et al. Unit Root Test

Representation of class ur.pp

Phillips and Perron Unit Root Test

Representation of class ur.sp

Representation of class ur.za

Zivot and Andrews Unit Root Test

Class urca'. Parent of classes in package urca'

Critical values for Schmidt and Phillips Unit Root Test