similar to: 'URCA' is not a valid package Error

Hi All, I'm new to R and am trying to run a unit root test on the vector "y" (a time series of inflation (i.e. changes in the Consumer Price Index quarter on quarter)). I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives me an error that it cannot find the function ur.df unless I comment out the third last line of code (see below). I try to call

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 "urca" package?

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

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 ?

Hi R users! I've come across using kpss tests for time series analysis and i have a question that troubles me since i don't have much experience with time series and the mathematical 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,

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 same unit root test with drift and 4 lags:

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 them can add restrictions on all the cointegration

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 #

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

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 tests for the inclusion of a linear trend,

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, both

Dear R-Devel subscriber, as a follow up to my yesterday's email: I tested an analogous example with the S4-package "flexclust" by executing the following code: library(flexclust) example(cclust) cl After saving the work space and starting a new R process with the restored work space, the same behaviour (i.e., the methods pertinent to "flexclust" are not used, even after

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,

Hello, I'm trying to access a Samba share as anonymous/guest user, so I have added the following entry inf file smb.conf (Samba 4.9) guest account = andrea map to guest = bad user ... [test] available = yes browsable = yes guest ok = yes nfs4: acedup = merge nfs4: mode = special path = /var/tmp/test read only = no and the shared directory /var/tmp/test has the following permission (so

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 const or intercept, and “ct” means time trend

An embedded message was scrubbed... From: adschai at optonline.net Subject: How to obtain cointegrated relationship from ca.jo in urca package? Date: Fri, 25 May 2007 01:58:55 +0000 (GMT) Size: 1427 Url: https://stat.ethz.ch/pipermail/r-help/attachments/20070525/4a57bcc3/attachment.mht

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 Penny via samba ha scritto:

Dear All, My question is: how can I estimate VECM system with "unrestricted trend" (aka "case 5") option as a deterministic term? As far as I know, ca.jo in urca package allows for "restricted trend" only [vecm <- ca.jo(data, type = "trace"/"eigen", ecdet = "trend", K = n, spec = "transitory"/"longrun")].

Dear list member, by running Rcmd check on a package where a customised 'CITATION' file should be included instead of the automatically produced one, the following error occurs: adding build stamp to DESCRIPTION installing NAMESPACE file and metadata installing R files installing inst files FIND: Parameter format not correct make[2]: *** [c:/R/packages/urca/inst] Error 2 make[1]:

Dear all: I am having some problems to use the function "sink()". Basically I am doing a loop over two files which contain unit-root variables. Then on a loop, I extract every i element of both files to create an object called z. If z meets some requirements, then I perform a unit root test (ADF test), otherwise not. As this process is repeated several times, for each i I want to get