swMATH12245CRANurcaMaRDI QIDQ24176FDOQ24176
Unit Root and Cointegration Tests for Time Series Data
Last update: 29 August 2022
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.3-3
Official website: http://cran.r-project.org/web/packages/urca/index.html
Source code repository: https://github.com/cran/urca
Cited In (58)
- ECTSVR
- Financial risk modelling and portfolio optimization with R
- Analysis of integrated and cointegrated time series with R.
- Optimal allocation of trend following strategies
- Data-driven portfolio management with quantile constraints
- A simple and efficient method for finding the closest generalized lambda distribution to a specific model
- Linking Tukey's legacy to financial risk measurement
- forecast
- lmtest
- MSBVAR
- tseries
- vars
- mleur
- timeSeries
- fArma
- gldex
- PANICr
- TSA
- tsDyn
- gld
- seasonal
- ctv
- FRAPO
- pdR
- cccp
- gogarch
- uroot
- rneos
- POET
- fUnitRoots
- Mcomp
- dyn
- Clarify
- lmSupport
- mvnmle
- memochange
- bootUR
- bda
- Advanced statistics for the behavioral sciences. A computational approach with R
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
- egcm
- frequencyConnectedness
- GVARX
- The elements of financial econometrics
- An efficient estimator of the parameters of the generalized lambda distribution
- bootCT
- seer
- ConnectednessApproach
- erer
- iNZightTS
- ECTTDNN
- apt
- Financial risk modelling and portfolio optimization with R
- Developments in maximum likelihood unit root tests
- gb
- tsfeatures
- Analysis of integrated and co-integrated time series with R
- Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities
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