Unit Root and Cointegration Tests for Time Series Data
c(person("Bernhard", "Pfaff", email = "bernhard@pfaffikus.de", role = c("aut", "cre")), person("Eric", "Zivot",email = "ezivot@u.washington.edu", role = "ctb"), person("Matthieu", "Stigler", role = "ctb"))
Unit root and cointegration tests encountered in applied 
 econometric analysis are implemented.
Bernhard Pfaff [aut, cre],
  Eric Zivot [ctb],
  Matthieu Stigler [ctb]