Hi Does anyone know if there's a package for unit-root and cointegration test in R? Regards Serdar [[alternative HTML version deleted]]
You could try the "urca" package Also, I would maybe have a look a the CRAN Task View on computational econometrics at http://cran.r-project.org/web/views/Econometrics.html HTH Pete -- View this message in context: http://r.789695.n4.nabble.com/Cointegration-test-of-panel-data-tp3438783p3438864.html Sent from the R help mailing list archive at Nabble.com.