CommonTrend
Extract and plot common trends from a cointegration system. Calculate P-value for Johansen Statistics.

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CommonTrend: Extract and plot common trends from a cointegration system. Calculate P-value for Johansen Statistics.
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API

API for CommonTrend
Extract and plot common trends from a cointegration system. Calculate P-value for Johansen Statistics.

Global functions
ComT-class Man page
GG.ComT Man page
Kasa.ComT Man page
benchmark Man page
optimlag Man page
optimlag-class Man page
p.Johansen Man page
plotComT Man page
q.Johansen Man page
CommonTrend documentation built on May 2, 2019, 3:28 p.m.

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