library(urca) data(nporg) ir <- na.omit(nporg[, "bnd"]) wg <- log(na.omit(nporg[, "wg.n"])) ir.kpss <- ur.kpss(ir, type = "mu", use.lag=8) wg.kpss <- ur.kpss(wg, type = "tau", use.lag=8)