library(urca) data(nporg) gnp <- log(na.omit(nporg[, "gnp.r"])) gnp.d <- diff(gnp) gnp.ct.df <- ur.ers(gnp, type = "DF-GLS", model = "trend", lag.max = 4) gnp.ct.pt <- ur.ers(gnp, type = "P-test", model = "trend") gnp.d.ct.df <- ur.ers(gnp.d, type = "DF-GLS", model = "trend", lag.max = 4) gnp.d.ct.pt <- ur.ers(gnp.d, type = "P-test", model = "trend")