[R-SIG-Finance] Multivariate cointegration framework in R?

s algotr8der at gmail.com
Tue May 17 23:02:27 CEST 2011

check out the 'ca.jo' function in the 'urca' package.

On 5/17/11 4:54 PM, Jeff Yan wrote:
> Hey everyone
> I was wondering if there is any library/framework in R that handles multivariate cointegration, like one-variate is handled.
> Thanks, Jeff
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