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

Medica, Paul A paul.medica at hp.com
Thu Jun 24 18:26:42 CEST 2004

I forwarded your Question to a former Comp-Fi instructor who has written
some co-integration hedging models in R.

Paul A. Medica
Product Reliability Engineering
Personal Image & Printing Group
Hewlett-Packard Co.
o: 360-212-2766
paul.medica at hp.com

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of CHONG,
Wee-Khoon, FM
Sent: Thursday, June 24, 2004 3:21 AM
To: 'r-sig-finance at stat.math.ethz.ch'
Subject: [R-sig-finance] Co-integration test ?

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 ?

regards, Wee-Khoon CHONG

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