[R-sig-finance] Co-integration test ?

[Ajay Shah]

On Thu, Jun 24, 2004 at 11:20:46AM +0100, CHONG, Wee-Khoon, FM wrote:
> Dear all,
> 
> Good morning.. I am new to this mailing group. I was wondering if someone
> could point me to the right direction to perform co-integration test in R
> please ?

Googling for 'cointegration R' reveals:
http://www.maths.lth.se/help/R/.R/library/urca/html/00Index.html

It also shows:
http://www.maths.lth.se/help/R/.R/library/tseries/html/po.test.html

In short: sniff at the `tseries' and `urca' packages, both of which
are terrific products.

-- 
Ajay Shah                                                   Consultant
ajayshah at mayin.org                      Department of Economic Affairs
http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi