See library(tseries) & library(urca). Lib tseries has cointegration test for ADF and PO, whereas the newly added urca package has functions for Johansen & VECM test.
Cheers Manoj -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Erin Hodgess Sent: Tuesday, May 04, 2004 12:59 PM To: [EMAIL PROTECTED] Subject: [R] cointegration Dear R People: Is there a function for cointegration in any of the libraries, please? for R Windows, please? thanks, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: [EMAIL PROTECTED] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
