[R] Fitting VAR and doing Johansen's cointegration test in R

Aditya Damani adicool4u at gmail.com
Mon Aug 23 05:09:52 CEST 2010


Hi,

Could someone please tell me the R codes for fitting VAR(p) (Vector
Auto Regressive) models and doing the Johansen’s cointegration tests.

TIA
Aditya



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