library(urca) data(Raotbl3) attach(Raotbl3) lc <- ts(lc, start=c(1966,4), end=c(1991,2), frequency=4) li <- ts(li, start=c(1966,4), end=c(1991,2), frequency=4) lw <- ts(lw, start=c(1966,4), end=c(1991,2), frequency=4) ukcons <- window(cbind(lc, li, lw), start=c(1967, 2), end=c(1991,2)) pu.test <- summary(ca.po(ukcons, demean='constant', type='Pu')) pz.test <- summary(ca.po(ukcons, demean='constant', type='Pz'))