On Wed, 29 Jun 2005 03:08:23 -0700 (PDT) Amir Safari wrote: > > > Dear R Users, > > Could somebody please compare the packages of unit root test ( Uroot, > Ucra, tseries and fseries ) regarding the type of test ( without > constant and trend, with constant , and with constant and trend ) ?
IMHO, the tseries implementation is still the reference implementation for the significance tests which also have a slim interface. urca (sic!) offers some more tools in an integrated way. If you are not just interested in one test or the other, urca certainly offers much tools in a unit root analysis. If you use the Rmetrics suite of packages, then fSeries (sic!) is probably most useful. uroot (sic!) offers a GUI which is a bit cumbersome to set up and the output is a bit crude, e.g., doesn't offer p-values. my 2 cent, Z > Regards, > Amir Safari > > > > --------------------------------- > > Rekindle the Rivalries. Sign up for Fantasy Football > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
