2012-07-22 Bernhard Pfaff * DESCRIPTION (Package): Included Authors@R 2011-02-25 Dr. Bernhard Pfaff * Changed import directive in NAMESPACE for BIC 2010-09-07 Matthieu Stigler * R/ur-df.R: Add match.arg for arg type. 2009-09-28 > * R/ur-za.R: Changed slot testreg to lm object instead of summary.lm for other specifications than 'both'. 2009-09-24 > * man/alphaols.Rd: Fixed link for lm * man/cajools.Rd: Fixed link for lm * man/cajorls.Rd: Fixed link for lm * R/ur-za.R: Changed slot testreg to lm object instead of summary.lm * R/methods-show.R (show.urca): Included summary call for ur.za@testreg * man/ur.za-class.Rd: Adjusted description for testreg. 2009-05-04 Dr. Bernhard Pfaff * inst/book-ex/Rcode-1-3.R: Changed start year for unemployment rate. 2009-01-08 Dr. Bernhard Pfaff * man/ur.df.Rd: Argument list ammended for selectlags. * src/UnitRootMacKinnon.f (fcrit): GPL Licence agreement included as comment. * inst/McKinnonLicense.txt: GPL Licence agreement of Prof. McKinnon included. 2008-12-23 Dr. Bernhard Pfaff * man/MacKinnonPValues.Rd: Inclusion of Mackinnon functions from fUnitRoots. * R/MacKinnonPValues.R: Inclusion of functions from fUnitRoots. * src/UnitRootMacKinnon.f (fcrit): Inclusion of FORTRAN routines. 2008-11-27 Dr. Bernhard Pfaff * R/methods-show.R (show.urca): Fixed invisible(x) to invisible(object) -> no visible binding for global variable 'x' during QC of urca. * inst/inst: Renamed folder containing Rcmdr-plugin to inst/Rcmdr. 2008-11-26 Dr. Bernhard Pfaff * book-ex/Rcode-4-2.R: Bug fixed: error[-c(-1, 100)]. 2008-06-30 Dr. Bernhard Pfaff * R/alrtest.R (alrtest): Inserted eigen(... , symmetric = TRUE) * inst/CITATION: Updated citation file to second edition. * inst/book-ex/: R code examples from second edition included. 2007-10-31 Dr. Bernhard Pfaff * R/ca-jo.R (ca.jo): Argument 'ctable' dropped and use of Osterwald-Lenum critical values instead. * man/ca.jo.Rd: Documentation adjusted for change in ca.jo(). 2007-10-29 Dr. Bernhard Pfaff * R/ca-jo.R (ca.jo): Exchnaged argument 'const' for 'ecdet'. * R/lttest.R (lttest): Adjusted for argument 'ecdet' in ca.jo(). * R/ablrtest.R (ablrtest): Adjusted for argument 'ecdet' in ca.jo(). * R/All-classes.R: Adjusted relevant classes for argument 'ecdet'. * R/alrtest.R (alrtest): Adjusted for argument 'ecdet' in ca.jo(). * R/bh5lrtest.R: Adjusted for argument 'ecdet' in ca.jo(). * R/bh6lrtest.R: Adjusted for argument 'ecdet' in ca.jo(). * R/blrtest.R: Adjusted for argument 'ecdet' in ca.jo(). * R/cajolst.R: Adjusted for argument 'ecdet' in ca.jo(). * man/ca.jo.Rd: Adjusted documentation and example for argument 'ecdet' in ca.jo(). * man/ca.jo-class.Rd: Exchanged 'const'-slot with 'ecdat'-slot. * man/ablrtest.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/cajo.test-class.Rd: Exchanged 'const'-slot with 'ecdat'-slot. * man/alphaols.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/alrtest.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/blrtest.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/cajools.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/cajorls.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/lttest.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/plot-methods.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/plotres.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/show-methods.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * man/summary-methods.Rd: Adjusted example for argument 'ecdet' in ca.jo(). * inst/Rcmdr-urca.R: Adjusted for ecdet. 2007-06-12 Dr. Bernhard Pfaff * man/cajorls.Rd: \encoding{latin1} inserted. * man/Raotbl3.Rd: \encoding{latin1} inserted and "''" fixed. * man/Raotbl4.Rd: \encoding{latin1} inserted and "''" fixed. * man/Raotbl5.Rd: \encoding{latin1} inserted and "''" fixed. * man/Raotbl6.Rd: \encoding{latin1} inserted and "''" fixed. 2007-05-21 Dr. Bernhard Pfaff * R/All-classes.R: ca.jo: inserted slot 'spec' for VECM specification. 2007-05-07 Dr. Bernhard Pfaff * Splitted file 'urca.R' in separate files. * R/cajorls.R (cajorls): Function for estimating restricted VECM included. 2007-03-22 Dr. Bernhard Pfaff * R/urca.R (ca.jo): Colnames handling for dumvars added. 2007-03-16 Dr. Bernhard Pfaff * R/urca.R (ur.df): Fixed rowselec for n >= 500. 2007-03-08 Dr. Bernhard Pfaff * R/urca.R (ca.jo-class): Call as slot inserted. * R/urca.R (ca.jo): Rownames of PI, W, GAMMA appended with ".d" for designation of first differences. 2007-02-09 Dr. Bernhard Pfaff * R/urca.R (ur.pp): Set critical values for Z-alpha to NA. * R/urca.R (show.urca): Adjusted show method for objects of class 'ur.pp', accordingly. 2007-01-10 Dr. Bernhard Pfaff * inst/Rcmdr-menus.txt: activation columne inserted. 2006-12-27 Dr. Bernhard Pfaff * data/npext.rda: missing series M inserted 2006-11-04 Dr. Bernhard Pfaff * NAMESPACE: import(methods) inserted 2006-10-10 Dr. Bernhard Pfaff * R/urca.R: '\&' replaced by 'and' and '\%' replaced by 'pct'. 2006-09-05 Dr. Bernhard Pfaff * R/urca.R (ca.po): cvals for Pz and Pu swapped 2006-09-03 Bernhard Pfaff * R/urca.R (ca.po): trd <- 1:(nobs+1) inserted for type Pu and trend. 2006-05-02 Bernhard Pfaff * man/plot-methods.Rd: Added entry for 'ur.df'. * man/show.urca.Rd: Added entry for 'ur.df'. * man/summary-methods.Rd: Added entry for 'ur.df'. * man/show-methods.Rd: Added entry for 'ur.df'. 2006-04-23 Bernhard Pfaff * inst/Rcmdr-menus.txt: Changed last column entries to packageAvailable() where applicable. 2006-02-24 Bernhard Pfaff * R/urca.R (ur.za): Inserted default value lag=NULL in function header. 2006-01-31 Bernhard Pfaff * R/urca.R (lttest): Added 'dumvar=z@dumvar' in function calls 'ca.jo' for test1 and test2. * R/urca.R (ur.df): Coercion of 'y': 'y <- as.vector(y)'. * R/urca.R (.spcv): Omittance of argument checking and dropping of optinal arguments in function header. Furthermore, 'pol.deg <- pol.deg[1]' and 'signif <- signif[1]' has been introduced such that calls like 'summary(ur.sp(y))' are executed properly. * R/urca.R (ca.jo): Enhanced labeling of slots: Vorg, V, W, PI, Z0, Z1, ZK, R0, RK implemented. Inserted conditionally stop for 'K < 2'. * R/urca.R (cajools): Arguments to 'lm()' call is replaced with a formula and a data frame. * R/urca.R (alphaols): colnames for matrix 'RKV' inserted and arguments to 'lm()' call is replaced with a formula and a data frame. * R/urca.R (cajolst): Enhanced labeling of slots: Vorg, V, W, PI, Z0, Z1, ZK, R0, RK implemented. 2005-12-28 Bernhard Pfaff * inst/CITATION: Citation for package urca added. 2005-04-24 Bernhard Pfaff * inst/Rcmdr-menus.txt: Added columne "activation" as introduced with version 1.0-0 of Rcmdr * inst/Rcmdr-urca.R: Rewrite according to Rcmdr 1.0-0 functions defintion 2005-03-11 Bernhard Pfaff * R/urca.R (ur.df): Phi1, phi2 and phi3 statistic added. 2005-03-10 Bernhard Pfaff * R/urca.R (ur.df): Content of slot testreg changed to object of class 'lm'. 2005-03-09 Bernhard Pfaff * NAMESPACE: Function 'ur.df' and class 'ur.df' added. * man/ur.df-class.Rd: Documentation for class 'ur.df' added. * man/ur.df.Rd: Documentation for augmented Dickey-Fuller test added. * R/urca.R (ur.df): Augmented-Dickey-Fuller Test added. 2005-03-03 Bernhard Pfaff * man/UKconinc.Rd: Data set used by Hylleberg et al. inserted. 2005-02-24 Bernhard Pfaff * R/urca.R (cajolst): Calculation of test statistic as in Trenkler, C. (2003). 2005-02-11 Bernhard Pfaff * man/bh6lrtest.Rd: Documentation for function bh6lrtest inserted. * R/urca.R (bh5lrtest): New function for testing the validity of partly known cointegration relations. * R/urca.R (bh6lrtest): New functions for testing restrictions on partly known cointegration relationships. * man/bh5lrtest.Rd: Documentation for function bh5lrtest inserted. 2005-02-08 Bernhard Pfaff * R/urca.R (ca.jo): Tables of critical values explicity incorporated as argument 'table': A1, A2, A3 * man/ca.jo.Rd (spec): new argument 'table' documented. 2005-02-07 Bernhard Pfaff * man/UKconsumption.Rd: Typo fixed. * man/UKpppuip.Rd: Data set of Johansen and Juselius (1992) added. 2004-12-08 Bernhard Pfaff * DESCRIPTION (Maintainer): Email adress changed 2004-12-01 Bernhard Pfaff * inst/Rcmdr-urca.R: x11() device added in function urcaza for plotting the path of the test statistic. 2004-11-29 Bernhard Pfaff * inst/Rcmdr-menus.txt: Menu structure for URCA add-in of Rcmdr inserted. * inst/Rcmdr-urca.R: URCA functions for Rcmdr inserted. * inst/README: README file for Rcmdr inserted. * man/ablrtest.Rd: Typo in description fixed. 2004-11-23 Bernhard Pfaff * man/sumurca-class.Rd: new class introduced for objects created by method-summary. * man/show-methods.Rd: show-method for objects of class sumurca included. * R/urca.R: new class `sumurca' inserted, that holds results of applying method-summary. show-method inserted for objects of class `sumurca'. * man/UKconsumption.Rd: data set used in Charemza, W. (1997) for analysing U.K. private consumption inserted. 2004-11-19 Bernhard Pfaff * man/ur.za.Rd: \concept added * man/ur.sp.Rd: \concept added * man/ur.pp.Rd: \concept added * man/ur.kpss.Rd: \concept added * man/ur.ers.Rd: \concept added * man/Raotbl7.Rd: \concept added * man/Raotbl6.Rd: \concept added * man/Raotbl4.Rd: \concept added * man/Raotbl5.Rd: \concept added * man/Raotbl3.Rd: \concept added * man/Raotbl2.Rd: \concept added * man/Raotbl1.Rd: \concept added * man/nporg.Rd: \concept added * man/plotres.Rd: \concept added * man/npext.Rd: \concept added * man/lttest.Rd: \concept added * man/finland.Rd: \concept added * man/ecb.Rd: \concept added * man/denmark.Rd: \concept added * man/ca.po.Rd: \concept added * man/ca.jo.Rd: \concept added * man/cajools.Rd: \concept added * man/cajolst.Rd: \concept added * man/blrtest.Rd: \concept added * man/alrtest.Rd: \concept added * man/alphaols.Rd: \concept added * man/ablrtest.Rd: \concept added 2004-11-14 Bernhard Pfaff * COPYING: inserted file. 2004-11-01 Bernhard Pfaff * man/Raotbl7.Rd: Typo fixed. * man/Raotbl6.Rd: Typo fixed. * man/Raotbl5.Rd: Typo fixed. * man/Raotbl4.Rd: Typo fixed. * man/Raotbl3.Rd: Typo fixed. * man/Raotbl2.Rd: Typo fixed. * man/Raotbl1.Rd: Typo fixed. 2004-10-31 Bernhard Pfaff * DESCRIPTION (Date): 2004-10-31 (Depends): R (>= 2.0.0) * man/Raotbl7.Rd: new data set introduced. * man/Raotbl6.Rd: new data set introduced. * man/Raotbl5.Rd: new data set introduced. * man/Raotbl4.Rd: new data set introduced. * man/Raotbl3.Rd: new data set introduced. * man/Raotbl2.Rd: new data set introduced. * man/Raotbl1.Rd: new data set introduced. * man/nporg.Rd: data saved with compress=TRUE. * man/npext.Rd: data saved with compress=TRUE. * man/finland.Rd: data saved with compress=TRUE. * man/ecb.Rd: data saved with compress=TRUE. * man/denmark.Rd: data saved with compress=TRUE.