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Showing content from http://cran.rstudio.com/web/packages/Rcpp/../RcppDynProg/../Rcpp/../bootUR/../urca/index.html below:

CRAN: Package urca

urca: Unit Root and Cointegration Tests for Time Series Data

Unit root and cointegration tests encountered in applied econometric analysis are implemented.

Documentation: Downloads: Reverse dependencies: Reverse depends: CADFtest, ECTSVR, ECTTDNN, ForecastingEnsembles, frequencyConnectedness, vars Reverse imports: apt, BETS, bootCT, bootUR, combcoint, ConnectednessApproach, egcm, EQUALrepeat, erer, forecast, fUnitRoots, GVARX, iNZightTS, seer, tsDyn, tsfeatures Reverse suggests: AER, dynamac, fabletools, feasts, FinTS, fracdiff, netseer, oddnet, plm Linking:

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