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urca

Unit Root and Cointegration Tests for Time Series Data

v1.3-4 · May 27, 2024 · GPL (>= 2)
CRAN GitHub Mirror

Description

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

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CRAN Check Status

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (37)

depends

CADFtest ECTSVR ECTTDNN ForecastingEnsembles frequencyConnectedness vars

imports

BETS ConnectednessApproach EQUALrepeat EconCausal GVARX SignalY apt bootCT bootUR combcoint convergenceDFM erer fUnitRoots forecast iNZightTS seer tsDyn tsfeatures unitrootests

suggests

AER COINT FinTS dynamac fable fabletools feasts fracdiff netseer oddnet plm pvars

Dependency Network

Dependencies Reverse dependencies nlme CADFtest ECTSVR ECTTDNN ForecastingEnsembles frequencyConnectedness vars BETS ConnectednessApproach EQUALrepeat EconCausal GVARX SignalY apt bootCT bootUR +22 more reverse deps urca

Version History

new 1.3-4 Mar 10, 2026
updated 1.3-4 ← 1.3-3 diff May 26, 2024
updated 1.3-3 ← 1.3-0 diff Aug 28, 2022
updated 1.3-0 ← 1.2-9 diff Sep 5, 2016
updated 1.2-9 ← 1.2-8 diff Jan 10, 2016
updated 1.2-8 ← 1.2-7 diff Jun 5, 2013
updated 1.2-7 ← 1.2-6 diff Jul 25, 2012
updated 1.2-6 ← 1.2-5 diff Nov 27, 2011
updated 1.2-5 ← 1.2-4 diff Feb 27, 2011
updated 1.2-4 ← 1.2-3 diff Sep 8, 2010
updated 1.2-3 ← 1.2-2 diff Sep 27, 2009
updated 1.2-2 ← 1.2-1 diff Jan 10, 2009
updated 1.2-1 ← 1.1-7 diff Nov 28, 2008
updated 1.1-7 ← 1.1-6 diff Jul 10, 2008
updated 1.1-6 ← 1.1-5 diff Nov 2, 2007
updated 1.1-5 ← 1.1-3 diff Jun 11, 2007
updated 1.1-3 ← 1.1-2 diff May 21, 2007
updated 1.1-2 ← 1.0-9 diff May 7, 2007
updated 1.0-9 ← 1.0-8 diff Mar 28, 2007
updated 1.0-8 ← 1.0-5 diff Mar 17, 2007