[R] Engle Granger Test in R

[David Scott]

Aditya Damani wrote:
> Hi,
> 
> Please tell me the R codes for Engle Granger Test of cointegration.
> 
> TIA
> Aditya

Enough already. That must be 5 or more posts which basically say 'write 
the code for me to do my work so I don't have to bother'.

Firstly, read the posting guide (the url is at the bottom on every 
post), particularly the bit about homework, since your questions have 
that ring about them.

Secondly, try some self study before launching into posting. In your 
case, I believe even a cursory scan of Kleiber/Zeileis: "Applied 
Econometrics with R" would answer a lot of your questions.

David Scott

_________________________________________________________________
David Scott	Department of Statistics
		The University of Auckland, PB 92019
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Director of Consulting, Department of Statistics