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). Is there any problem with these method ?
urca package - summary method -
2 messages · lmiceli at tendencias.com.br, Pfaff, Bernhard Dr.
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 <bernhard at pfaffikus.de> * 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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