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

[John C Frain]

Look at the econometrics and time series  Task wiew on the CRAN web site

John

On 23 August 2010 04:09, Aditya Damani <adicool4u at gmail.com> wrote:
> 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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> and provide commented, minimal, self-contained, reproducible code.
>



-- 
John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
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