[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
************************************************************************
***********
The Royal Bank of Scotland plc. Registered in Scotland No 90312.
Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB.
Authorised and regulated by the Financial Services Authority
This e-mail message is confidential and for use by the
addressee only. If the message is received by anyone other
than the addressee, please return the message to the sender
by replying to it and then delete the message from your
computer. Internet e-mails are not necessarily secure. The
Royal Bank of Scotland plc does not accept responsibility for
changes made to this message after it was sent.
Whilst all reasonable care has been taken to avoid the
transmission of viruses, it is the responsibility of the recipient to
ensure that the onward transmission, opening or use of this
message and any attachments will not adversely affect its
systems or data. No responsibility is accepted by The Royal
Bank of Scotland plc in this regard and the recipient should carry
out such virus and other checks as it considers appropriate.
Visit our websites at:
http://www.rbs.co.uk/CBFM
http://www.rbsmarkets.com
************************************************************************
********
_______________________________________________
R-sig-finance at stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-finance
More information about the R-sig-finance
mailing list