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

benchmarkData set for logged stock indices in three benchmark markets
ComT-classRepresentation of class 'ComT'
GG.ComTPermanent-Transitory Decomposition
Kasa.ComTCommon Trend(s) according to Kasa(1992)
optimlagSearch the lag order to maximize Johansen Statistics (1988)
optimlag-classRepresentation of class 'optimlag'
p.JohansenP-value of Johansen statistics
plotComTPlot the common trend(s)
q.JohansenGet Johansen statistics from its P-value
CommonTrend documentation built on May 2, 2019, 3:28 p.m.