urca

swMATH12245CRANurcaMaRDI QIDQ24176FDOQ24176

Unit Root and Cointegration Tests for Time Series Data

Bernhard Pfaff

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

Source code repository: https://github.com/cran/urca

Cited In (34)

• ECTSVR
• Advanced Statistics for the Behavioral Sciences
• Analysis of integrated and cointegrated time series with R.
• Optimal allocation of trend following strategies
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• Data-driven portfolio management with quantile constraints
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model
• Developments in Maximum Likelihood Unit Root Tests
• Linking Tukey's legacy to financial risk measurement
• forecast
• vars
• tsDyn
• BETS
• CADFtest
• fUnitRoots
• memochange
• bootUR
• Title not available (Why is that?)
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
• egcm
• frequencyConnectedness
• GVARX
• 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
• 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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