Package index • urca

All functions

denmark: Data set for Denmark, Johansen and Juselius (1990)
ecb: Macroeconomic data of the Euro Zone
finland: Data set for Finland, Johansen and Juseliues (1990)
punitroot() qunitroot() unitrootTable(): MacKinnon's Unit Root p Values
npext: Nelson and Plosser extended data set
nporg: Nelson and Plosser original data set
Raotbl1: Data set used by Dickey, Jansen and Thornton (1994)
Raotbl2: Data set used by Dickey, Jansen and 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)
UKconinc: Data set for the United Kingdom
UKconsumption: Data set for the United Kingdom
UKpppuip: Data set for the United Kingdom: ppp and uip
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-class: Representation of class ca.jo
ca.jo(): Johansen Procedure for VAR
ca.po-class: Representation of class ca.po
ca.po(): Phillips and Ouliaris Cointegration Test
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
lttest(): Likelihood ratio test for no linear trend in VAR
plot plot-methods plot,ur.ers,missing-method plot,ur.kpss,missing-method plot,ca.jo,missing-method plot,ca.po,missing-method plot,ur.pp,missing-method plot,ur.sp,missing-method plot,ur.za,missing-method plot,ur.df,missing-method: Methods for Function plot in Package urca
plotres(): Graphical inspection of VECM residuals
show show-methods show,ur.ers-method show,ur.kpss-method show,ca.jo-method show,ca.po-method show,cajo.test-method show,ur.pp-method show,ur.df-method show,ur.sp-method show,ur.za-method show,sumurca-method: Methods for Function show in Package `urca'
show.urca(): Function to show objects of classes for unit root tests
summary summary-methods summary,ur.ers-method summary,ur.kpss-method summary,ca.jo-method summary,cajo.test-method summary,ca.po-method summary,ur.pp-method summary,ur.df-method summary,ur.sp-method summary,ur.za-method: Methods for Function summary in Package `urca'
sumurca-class: Representation of class sumurca
ur.df-class: Representation of class ur.df
ur.df(): Augmented-Dickey-Fuller Unit Root Test
ur.ers-class: Representation of class ur.ers
ur.ers(): Elliott, Rothenberg and Stock Unit Root Test
ur.kpss-class: Representation of class ur.kpss
ur.kpss(): Kwiatkowski et al. Unit Root Test
ur.pp-class: Representation of class ur.pp
ur.pp(): Phillips and Perron Unit Root Test
ur.sp-class: Representation of class ur.sp
ur.sp(): Schmidt and Phillips Unit Root Test
ur.za-class: Representation of class ur.za
ur.za(): Zivot and Andrews Unit Root Test
urca-class: Class `urca'. Parent of classes in package `urca'
.spcv(): Critical values for Schmidt and Phillips Unit Root Test