File: Rcode-5-4.R

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urca 1.3-3-1

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library(urca)
data(nporg)
gnp <- na.omit(nporg[, "gnp.n"])
gnp.tau.sp <- ur.sp(gnp, type = "tau", pol.deg=2,
                    signif=0.05)
gnp.rho.sp <- ur.sp(gnp, type = "rho", pol.deg=2,
                    signif=0.05)