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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