.spcv Critical values for Schmidt and Phillips Unit Root Test MacKinnonPValues MacKinnon's Unit Root p Values Raotbl1 Data set used by Dickey, Jansen and Thornton (1994) Raotbl2 Data set used by Dickey, Jansen and Thornton (1994) Raotbl3 Data set used by Holden and Perman (1994) Raotbl4 Data set used by Pierre Perron (1994) Raotbl5 Data set used by Pierre Perron (1994) Raotbl6 Data set used by Yash P. Mehra (1994) Raotbl7 Data set used by Glenn Otto (1994) UKconinc Data set for the United Kingdom UKconsumption Data set for the United Kingdom UKpppuip Data set for the United Kingdom: ppp and uip ablrtest Likelihood ratio test for restrictions on alpha and beta alphaols OLS regression of VECM weighting matrix alrtest Likelihood ratio test for restrictions on alpha bh5lrtest Likelihood ratio test for restrictions under partly known beta bh6lrtest Likelihood ratio test for restrictions under partly known beta in a subspace blrtest Likelihood ratio test for restrictions on beta ca.jo Johansen Procedure for VAR ca.jo-class Representation of class ca.jo ca.po Phillips and Ouliaris Cointegration Test ca.po-class Representation of class ca.po cajo.test-class Representation of class cajo.test cajolst Testing Cointegrating Rank with Level Shift at Unknown time cajools OLS regression of VECM cajorls OLS regression of VECM denmark Data set for Denmark, Johansen and Juselius (1990) ecb Macroeconomic data of the Euro Zone finland Data set for Finland, Johansen and Juseliues (1990) lttest Likelihood ratio test for no linear trend in VAR npext Nelson and Plosser extended data set nporg Nelson and Plosser original data set plot-methods Methods for Function plot in Package urca plotres Graphical inspection of VECM residuals show-methods Methods for Function show in Package 'urca' show.urca Function to show objects of classes for unit root tests summary-methods Methods for Function summary in Package 'urca' sumurca-class Representation of class sumurca ur.df Augmented-Dickey-Fuller Unit Root Test ur.df-class Representation of class ur.df ur.ers Elliott, Rothenberg and Stock Unit Root Test ur.ers-class Representation of class ur.ers ur.kpss Kwiatkowski et al. Unit Root Test ur.kpss-class Representation of class ur.kpss ur.pp Phillips and Perron Unit Root Test ur.pp-class Representation of class ur.pp ur.sp Schmidt and Phillips Unit Root Test ur.sp-class Representation of class ur.sp ur.za Zivot and Andrews Unit Root Test ur.za-class Representation of class ur.za urca-class Class 'urca'. Parent of classes in package 'urca'