[R-SIG-Finance] Test statistics for mean reverting property
kennylin nthu
kennylin at nthu.us
Wed Apr 16 07:16:43 CEST 2008
Dear all:
Does anybody know the function in R with which we can
test the mean reverting property of a time series?
Thanks.
Best,
Kenny Lin
More information about the R-SIG-Finance
mailing list