Phillips Perron Test in R using urca Package HD

Hello Researchers, Package: "urca" This will be helpful in applying PP Test in R. R commands areas follows: x=ur.pp(Futures, type = "Z-tau",model = "constant") x=ur.pp(diff(Futures), type = "Z-tau",model = "constant") #Null: Series is non-stationary x summary(x) x@cval#critical values x@lags#lags included x@teststat #Test statistics matching with results of Eviews plot(x)