File: Rcode-5-3.R

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urca 1.3-0-1

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library(urca)
data(nporg)
gnp <- log(na.omit(nporg[, "gnp.r"]))
gnp.d <- diff(gnp)
gnp.ct.df <- ur.ers(gnp, type = "DF-GLS",
                    model = "trend", lag.max = 4)
gnp.ct.pt <- ur.ers(gnp, type = "P-test",
                    model = "trend")
gnp.d.ct.df <- ur.ers(gnp.d, type = "DF-GLS",
                      model = "trend", lag.max = 4)
gnp.d.ct.pt <- ur.ers(gnp.d, type = "P-test",
                      model = "trend")