library(urca) data(Raotbl3) attach(Raotbl3) lc <- ts(lc, start=c(1966,4), end=c(1991,2), frequency=4) lc.ct <- ur.pp(lc, type='Z-tau', model='trend', lags='long') lc.co <- ur.pp(lc, type='Z-tau', model='constant', lags='long') lc2 <- diff(lc) lc2.ct <- ur.pp(lc2, type='Z-tau', model='trend', lags='long')