unitrootR
library(tseries)
help(package=urca)
help(adf.test)
x <- rnorm(1000)  # no unit-root
     adf.test(x)
     y <- diffinv(x)   # contains a unit-root
     adf.test(y)
library(urca)
help(package=urca)
data(npext)#nelson plossser extended data set
help(npext)
summary(npext)
attach(npext)
realgnp
realgnp2=realgnp[50:129] # to exclude missing data
adf.test(realgnp2)#augmented dickey fuller test
ur.pp(realgnp2)#phillips perron test
ur.kpss(realgnp2) #kpss test
ur.pp(realgnp2)
#another way to get data without NA’s is
indprod2=na.omit(npext[, "indprod"])