urca: Unit Root and Cointegration Tests for Time Series Data

Canonical link: https://scholar.rpkg.net/pkg/urca

Bernhard Pfaff • Eric Zivot • Matthieu Stigler • View description and downloads View dependencies GitHub project

2004 Published

1.3-3 Version

0 Citations

3 Authors

Referenced by ⇅	Year
AER: Applied Econometrics with R (Version 1.2-12)	2008
BETS: Brazilian Economic Time Series (Version 0.4.9)	2016
CADFtest: A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests (Version 0.3-3)	2008
ConnectednessApproach: Connectedness Approach (Version 1.0.1)	2022
ECTSVR: Cointegration Based Support Vector Regression Model (Version 0.1.0)	2023
ECTTDNN: Cointegration Based Timedelay Neural Network Model (Version 0.1.0)	2021
FinTS: Companion to Tsay (2005) Analysis of Financial Time Series (Version 0.4-9)	2007
GVARX: Perform Global Vector Autoregression Estimation and Inference (Version 1.4)	2019
apt: Asymmetric Price Transmission (Version 3.0)	2011
bootCT: Bootstrapping the ARDL Tests for Cointegration (Version 2.1.0)	2022
bootUR: Bootstrap Unit Root Tests (Version 1.0.3)	2020
dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models (Version 0.1.12)	2018
egcm: Engle-Granger Cointegration Models (Version 1.0.13)	2014
erer: Empirical Research in Economics with R (Version 3.1)	2011
fUnitRoots: Rmetrics - Modelling Trends and Unit Roots (Version 4021.80)	2007
feasts: Feature Extraction and Statistics for Time Series (Version 0.3.2)	2019
forecast: Forecasting Functions for Time Series and Linear Models (Version 8.22.0)	2009
fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models (Version 1.5-3)	1999
frequencyConnectedness: Spectral Decomposition of Connectedness Measures (Version 0.2.4)	2017
iNZightTS: Time Series for 'iNZight' (Version 2.0.0)	2020
memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence (Version 1.1.1)	2019
netseer: Graph Prediction from a Graph Time Series (Version 0.1.0)	2024
oddnet: Anomaly Detection in Temporal Networks (Version 0.1.1)	2022
plm: Linear Models for Panel Data (Version 2.6-4)	2006
seer: Feature-Based Forecast Model Selection (Version 1.1.8)	2020
tsDyn: Nonlinear Time Series Models with Regime Switching (Version 11.0.4.1)	2006
tsfeatures: Time Series Feature Extraction (Version 1.1.1)	2019
vars: VAR Modelling (Version 1.6-1)	2006

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