Re: [R] urca package - summary method -

From: Pfaff, Bernhard Dr. <Bernhard_Pfaff_at_fra.invesco.com>
Date: Wed, 16 May 2007 16:45:56 +0100

>
>Hi
>
> I am using the package urca and I am interested about the KPSS test.
> That works fine except the method "summary" did not work in
>the script,
> only when it is typed direct in the console the results are
>shown( not a
> source file).

Hello,

which version of urca are using? The problem you mentioned has been fixed in November last last year (see R-Help, there is an extensive thread about the explicit loading of methods as well as the Changelog of urca:

2006-11-04 Dr. Bernhard Pfaff <bernhard_at_pfaffikus.de>

I have checked again with:

<file kpsstest.R>
library(urca)
data(nporg)
gnp <- na.omit(nporg[, "gnp.r"])
gnp.l <- log(gnp)
kpss.gnp <- ur.kpss(gnp.l, type="tau", lags="short") summary(kpss.gnp)
summary(ur.kpss(gnp.l, type="tau", lags="short")) <end file>

and

R CMD BATCH --no-restore kpsstest.R

which runs flawlessly. Hence, a simple update of 'urca' should solve your problem.

Best,
Bernhard

>
> Is there any problem with these method ?
>
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