>
>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).
Hello,
which version of urca are using? The problem you mentioned has been
fixed in November last last year (see R-Help, there is an extensive
thread about the explicit loading of methods as well as the Changelog of
urca:
2006-11-04 Dr. Bernhard Pfaff <[EMAIL PROTECTED]>
* NAMESPACE: import(methods) inserted
).
I have checked again with:
<file kpsstest.R>
library(urca)
data(nporg)
gnp <- na.omit(nporg[, "gnp.r"])
gnp.l <- log(gnp)
kpss.gnp <- ur.kpss(gnp.l, type="tau", lags="short")
summary(kpss.gnp)
summary(ur.kpss(gnp.l, type="tau", lags="short"))
<end file>
and
R CMD BATCH --no-restore kpsstest.R
which runs flawlessly. Hence, a simple update of 'urca' should solve
your problem.
Best,
Bernhard
>
> Is there any problem with these method ?
>
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>
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