[R] regarding cointegration

[Ranjan Maitra]

Please do not mess up the thread by posting as a reply to some other topic.

Thanks,
Ranjan


On Thu, 15 Mar 2007 16:51:20 +0530 gyadav at ccilindia.co.in wrote:

> 
> Hi All
> 
> Thanks for supporting people like me. 
> What is cointegration and its connection with granger causality test ? 
> what is its use and mathematical methodology behind it. Secondly, is 
> cointegration test like  "Phillips-Ouliaris Cointegration Test" of tseries 
> package or of urca package is the same as cointegration ? Please tell me 
> how to go about it and interpret the results ? 
> 
> Thanks in advance
> cheers :-)
> -gaurav
> 
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