Re: [R] comparison of packages for Unit Root test

From: Bernhard Pfaff <bernhard_at_pfaffikus.de>
Date: Fri 01 Jul 2005 - 03:23:05 EST


Dear Amir,

two more cents to add to Achim's comment:

  1. Some of the functions contained in the fseries package are ported from either the tseries or the urca package. Hence, it might be more convenient to you by just utilsing the fseries package.
  2. A GUI for the Rcmdr package is shipped within the 'inst' directory of the urca package. And -- please do not mistake this note as an advertisement --, a book about this topic (including a comparison of the different implementations) will be published by Springer, N.Y. quite soon. For more information see: http://www.pfaffikus.de

HTH,
Bernhard



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 01 03:23:33 2005

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