Unit root and cointegration tests encountered in applied econometric analysis are implemented. This R package is used in the Springer book Analysis of Integrated and Cointegrated Time Series with R. The package is hosted on CRAN.
This package is a slightly modified version of the officially released urca package, which I modified for my own specific purposes. I modified the ur.df class and function so to store optimal lags and extract them for later use. This modification has not been tested outside the limited scope of my code and machine. Additional, minor modifications are planned but not high in priority.