search for: urca

Thank you Matthieu for your helpful suggestions. Unfortunately I still have problems. I have tried to compile it via your suggestion. " this is strange... you should have the usual summary... I have on my machine library(urca) test2<-ur.df(nottem, type="none", lags=1) summary(test2) " When I type in "library(urca)" I receive the following. "Error in library(urca) : 'urca' is not a valid package -- installed < 2.0.0?" When I type in "installed.packages()" the...

Sorry, to bother the list one more time: but the following worked at least for 'urca': in NAMESPACE I now included explicitly: import(methods) a fix of the 'urca'-package will be uploaded to CRAN on the weekend. Fritz, will this work for ypur package 'flexclust' too? I have in my DESCRIPTION imports: methods and in flexclust it is in depends: methods. However...

I can't figure out how to get the "summary" method in the URCA package to work. E.g. when I use the following code fragment in the help for the "ca.jo" function, it always tries to use the "summary" method from the "base" package, not the "urca" package. How do I force it use the "summary" method of the &quot...

...R 2.5.0dev on Windows. As it seems right now, the behaviour is platform independent and not peculiar to R 2.5.0dev. Any pointers and help for solving this problem is much appreciated. Best, Bernhard >Dear R-Devel subscriber, > >I was hinted to the following problem with package 'urca': > >If one starts R and executes for instance: > >> library(urca) >> example(ur.df) >## output as expected, but omitted here >> class(lc.df) >[1] "ur.df" >attr(,"package") >[1] "urca" >> class(summary(lc.df)) >[1] &q...

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). Is there any problem with these method ?

...en modified to return an environment with emptyenv() as parent, rather than NULL. ... o Use of NULL as an environment is deprecated and gives a warning. ...] I detected the warning message as announced for a couple of contributed packages, e.g. library(ape) library(car) library(chron) library(urca) Now, I am wondering what would be a suitable/elegant way to fix the packages' code such that the warning does not appear any longer. I am adressing this question to R-devel, because this might also be of interest for other package mainatiners. Many thanks in advance for any hints and pointer...

...en modified to return an environment with emptyenv() as parent, rather than NULL. ... o Use of NULL as an environment is deprecated and gives a warning. ...] I detected the warning message as announced for a couple of contributed packages, e.g. library(ape) library(car) library(chron) library(urca) Now, I am wondering what would be a suitable/elegant way to fix the packages' code such that the warning does not appear any longer. I am adressing this question to R-devel, because this might also be of interest for other package mainatiners. Many thanks in advance for any hints and pointer...

I'm tring the functions to check the cointegration of a matrix. I'm using **Phillips & Ouliaris Cointegration Test** The function in *tseries* package is **po.test** and **ca.po** in *urca* The results with **URCA** are: > ca.po(prices, demean='none') ######################################## # Phillips and Ouliaris Unit Root Test # ######################################## Test of type Pu detrending of series none Call...

Dear R-list member, an update of package 'urca' has been uploaded to CRAN (Mirror: Austria). In the updated release unit root and cointegration tests encountered in applied econometric analysis are implemented. The package is written in 'pure' R and utilises S4 classes. In particular, the Johansen procedure with likelihood ratio t...

Dear R-Devel subscriber, I was hinted to the following problem with package 'urca': If one starts R and executes for instance: > library(urca) > example(ur.df) ## output as expected, but omitted here > class(lc.df) [1] "ur.df" attr(,"package") [1] "urca" > class(summary(lc.df)) [1] "sumurca" attr(,"package") [1]...

Dear R users, I have the joined txt file in the following direct directory C:// I have written the following lines: library(urca); PIBTUN<-read.table("C:/AF.txt", header=F); ur.df(PIBTUN,type='none',lags=1) but I have obtained the following message: Error in embed(z, lags) : 'x' is not a vector or matrix I don't What's the problem, can you please help me Thank you in advance ____________...

...4: mode = special path = /var/tmp/test read only = no and the shared directory /var/tmp/test has the following permission (so user andrea is the owner): # ls -ld /var/tmp/test/ drwx------   5 andrea   root           5 Oct 16 11:05 /var/tmp/test/ The client can mount the share as anonymous (user urca doesn't exist) but can't read or write: root at andrea-virtual-machine:~# mount -t cifs //node1/test /mnt2 -o username=urca,domain=hyperfile.local Password for urca@//node1/test: root at andrea-virtual-machine:~# cd /mnt2 root at andrea-virtual-machine:/mnt2# df -h . Filesystem      Si...

Dear R Core Team, I am using package {urca} to do cointegration and estimate ECM model, but I have the following two problems: (1) I use ca.jo() to do cointegration first and can get the cointegration rank, alpha and beta. The next step is to test some restrictions on beta with blrtest(),bh5lrtest(), and bh6lrtest(). But none of th...

...al part underlining it. x<-c(253, 252, 275, 275, 272, 254, 272, 252, 249, 300, 244, 258, 255, 285, 301, 278, 279, 304, 275, 276, 313, 292, 302, 322, 281, 298, 305, 295, 286, 327, 286, 270, 289, 293, 287, 267, 267, 288, 304, 273, 264, 254, 263, 265, 278) x <- ts(x, frequency = 12) library (urca) library (uroot) library (tseries) Now, doing an ur.kpss test (mu, lag=3) i cannot reject the null hypothesis of level stationarity. Doing a kpss.test (mu, lag=1 by default ) the p value becomes smaller than 0.05 thus rejecting the null of stationarity. Same with KPSS.test (lag=1) So, as i ha...

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Dear R users, I have the joined txt file in the following direct directory C:// I have written the following lines: library(urca); PIBTUN<-read.table("C:/AF.txt", header=F); ur.df(PIBTUN,type='none',lags=1) but I have obtained the following message: Error in embed(z, lags) : 'x' is not a vector or matrix I don't What's the problem, can you please help me Thank you in advance ____________...

A question on p-value of Unit Root Tests using “urca” toolbox There’s a function “punitroot” on unit root probability value punitroot(q, N = Inf, trend = c("c", "nc", "ct", "ctt"), statistic = c("t", "n"), na.rm = FALSE) To my knowledge, “c” means “const” or intercept, “nc” means no...

Hi I'm trying to utilize the break command for breaking the loop when the p-value is less than 10 per cent using the urca package. But it does not break the loop, anyone that can help me? library(urca) set.seed(1) a1 <- runif(100) lag.max <- function(object, n = 12){ matris <- matrix(NA, nrow = n) for(i in 1:n) { matris[i] <- ur.df(object, lags = i, type = "tr...

I'm not sure I have understood, I'm mounting the share as "urca" user, which is not a known user. Although I'm setting smb.conf so that for guest user it uses the privileges of the known user "andrea" Could you please advice on what I should set for "guest account" in smb.conf? Thanks Andrea Il 1/23/2019 5:15 PM, Rowland Penn...

Hello, I have a question on unit root test with urca toolbox. First, to run a unit root test with lags selected by BIC, I type: > CPILD4UR<-ur.df(x1$CPILD4[5:nr1], type ="drift", lags=12, selectlags ="BIC") > summary(CPILD4UR) The results indicate that the optimal lags selected by BIC is 4. Then I run the sam...