Unit Root and Cointegration Tests for Time Series Data
22packages dependsuggested by 13
4.1Mdownloads / year
–test coverage
8/13flavors OK
Overview
About
Maintained by Bernhard PfaffCRAN page ↗
Unit root and cointegration tests encountered in applied econometric analysis are implemented.
Install
Health
CRAN checks
5NOTE8OK
Check messages
NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64
Found calls to structure() using deprecated special names: urca/R/MacKinnonPValues.R (.Names: 1) '.Names' should be changed to 'names'.
Slowest check: 2.8 min · r-devel-windows-x86_64
Status changes
- NOTE8 OK, 5 NOTE2026-09-24
- ERROR7 OK, 5 NOTE, 1 ERROR2026-09-11
- NOTE11 OK, 2 NOTE2026-07-16
- OK14 OK2026-03-10
Advisories
Documentation
In release 1.3-4
READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
- Help pages
- 51
- Examples that run
- 100%23 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 95%
- Help pages citing references
- 69%
Downloads
4.1M
CRAN downloads in the past year
Rank #173 · ~11.1K/day · ~338K/mo
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374.8K30 days
963.6K90 days
4.1M1 year
Also on49.4K r2u221 autocran109.1K conda_forge1.3K c2d4u
Dependencies
Declared dependencies
0 external dependencies (excludes base and recommended)
Installing urca adds no packages beyond those that come with R.
Depends (2)
R >= 2.0.0methods
Imports (3)
nlmegraphicsstats
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
22direct
1,097indirect
Depends 6 · Imports 16
Suggested by 13
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Code & Tests
Datasets
People & History
People (3)
Author, Maintainer since 0.2-0 (2004)
Contributor · added in 2.15.2
Contributor · added in 1.2-9
Releases (67)
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 3.0.2Latest
- RR 3.0.0 released · 2013-04-03
- 2.15.22012-07-22 · diff ↗
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- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- 2.13.22011-08-01 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 2.12.22011-02-25 · diff ↗
- RR 2.12.0 released · 2010-10-15
- 2.12.02010-09-07 · diff ↗
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- 2.10.02009-09-24 · diff ↗
- RR 2.9.0 released · 2009-04-17
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- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
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- RR 2.5.0 released · 2007-04-24
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- RR 2.4.0 released · 2006-10-03
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- RR 2.3.0 released · 2006-04-24
- 2.3.02006-04-23 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 2.1.12005-04-24 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 2.1.02005-03-09 · diff ↗
- 2.0.12004-10-31 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 2.0.02004-08-10 · diff ↗
- 1.3-42024-05-27 · diff ↗
- 1.3-32022-08-29 · diff ↗
- 1.3-02016-09-06 · diff ↗
- 1.2-92016-01-11 · diff ↗
- 1.2-82013-06-06 · diff ↗
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- 0.6-12004-10-31 · diff ↗
- 0.6-02004-10-22 · diff ↗ ·
added 15 exports
ablrtest, alphaols, alrtest, blrtest, ca.jo, ca.po, cajolst, cajools, lttest, plotres, ur.ers, ur.kpss, ur.pp, ur.sp, ur.za - 0.5-52004-08-11 · diff ↗
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- RR 1.9.0 released · 2004-04-12
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- 0.2-12004-03-17 · diff ↗
- 0.2-02004-03-16
- RR 1.8.0 released · 2003-10-08
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Package metadata
- First published
- 2004-03-16
- Total releases
- 67 / 22 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.0.0
- Bundled data
- 53 KB / 15 files
- Download size
- 665 KB
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