[R] 'URCA' is not a valid package Error

2008-04-06 Thread Leyla Biondini
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

[R] Problems with Unit Root testing using ur.df function

2008-04-04 Thread Leyla Biondini
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