[R] Engle Granger Test in R

[Gavin Simpson]

On Mon, 2010-08-23 at 08:42 +0530, Aditya Damani wrote:
> Hi,
> 
> Please tell me the R codes for Engle Granger Test of cointegration.

It isn't good form to pepper the list with questions, especially when
said questions do not indicate you have done the required level of
self-help etc before posting.

Your questions suggest you are interested in time series analysis in R.
So in addition to Kleiber and Zeileis' book mentioned by David, try the
TimeSeries task view on CRAN. At the very least it will answer your
above question and point you in the direction of GARCH models in R. I
have answered (or tried to) two of your other questions. Hopefully that
is enough for one day ;-)

Before you post to the list again, please read the posting guide and
follow the instructions therein:

http://www.R-project.org/posting-guide.html

HTH

G

> 
> TIA
> Aditya
> 
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