[R-sig-finance] Co-integration test ?
ajayshah at mayin.org
Thu Jun 24 12:32:09 CEST 2004
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:
It also shows:
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
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