Unit root and cointegration tests encountered in applied econometric analysis are implemented. This R package is used in the Springer book Analysis of Integrated and Cointegrated Time Series with R. The package is hosted on CRAN.
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Unit root and cointegration tests encountered in applied econometric analysis are implemented. This R package is used in the Springer book Analysis of Integrated and Cointegrated Time Series with R. The package is hosted on CRAN.