Dear List,

I am working with an instrument which has only weekly data. I am trying to
find a hedging instrument using methods of correlation and cointegration.
Does R have a package which can lag a series until it finds the best
correlation. I have tried the ADF test and have not found any solid  values.

I understand correlation does not imply causation but I have not found any
other statistic that can help me find a potential hedging instrument.
If you have any suggestions with this type of data I would appreciate it.

Cheers,
NG

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