urca: Unit Root and Cointegration Tests for Time Series Data

Canonical link: https://rscholar.com/pkg/urca

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

2004 Published

1.3-4 Version

0 Citations

3 Authors

Referenced by ⇅	Year
AER: Applied Econometrics with R (Version 1.2-14)	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 1.0.3)	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
EQUALrepeat: Algorithm Driven Time Series Analysis for Researchers without Coding Skills (Version 0.4.0)	2024
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 4.0)	2011
bootCT: Bootstrapping the ARDL Tests for Cointegration (Version 2.1.0)	2022
bootUR: Bootstrap Unit Root Tests (Version 1.0.4)	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 4.0)	2011
fUnitRoots: Rmetrics - Modelling Trends and Unit Roots (Version 4040.81)	2007
fabletools: Core Tools for Packages in the 'fable' Framework (Version 0.5.0)	2019
feasts: Feature Extraction and Statistics for Time Series (Version 0.4.1)	2019
forecast: Forecasting Functions for Time Series and Linear Models (Version 8.23.0)	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 11.0.5.2)	2006
tsfeatures: Time Series Feature Extraction (Version 1.1.1)	2019
vars: VAR Modelling (Version 1.6-1)	2006

RPKG Scholar presents a tabulation of an author's contribution in the development of R packages stored in the Comprehensive R Archive Network (CRAN). Within this site, we consider package dependencies (suggests,imports,depends,enhances) as citations because we believe that using one's package to develop another is tantamount to citing the author of the package being imported, suggested or enhanced.