Unit roots and cointegration

• adf — adf unit root test
• cadf — ADF statistic for residuals from a cointegrating regression
• critecm — critical values and p-values for the error correction test
• ers — Elliott-Rothenberg-Stock unit root test
• kpss — KPSS unit root test
• olsecm — Error correction test for cointegration
• phil_perr — Phillips-Perron unit-root test
• rztcrit — critical values for the cadf Zt statistic
• schmiphi — computes Schmidt-Phillips test
• schmiphi_tab — critical values for the Schmidt-Phillips statistic