[R-SIG-Finance] Test statistics for mean reverting property

Ajay Shah ajayshah at mayin.org
Wed Apr 16 14:47:17 CEST 2008


>  >    Does anybody know the function in R with which we can
>  > test the mean reverting property of a time series?

A package called "vrtest".

-- 
Ajay Shah
ajayshah at mayin.org
http://www.mayin.org/ajayshah
http://ajayshahblog.blogspot.com



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