API for egcm
Engle-Granger Cointegration Models

Global functions
YMD Source code
acor Man page Source code
adf_power Man page Source code
adf_power_table Man page Source code
allpairs.egcm Man page Source code
as.data.frame.egcm Source code
as.data.frame.egcm.internal Source code
bvr.test Man page Source code
bvr_power Man page Source code
bvr_power_table Man page Source code
bvr_quantile_table Source code
bvr_quantiles Source code
bvr_rho Man page Source code
cbtab_to_rhobtab Source code
coint_bias_table Source code
debias_rho Source code
demean Source code
detrend Man page Source code
egc.residuals.test Source code
egc_print_power_table Source code
egc_quantile_table Source code
egc_quantiles Source code
egc_test_power Source code
egc_test_power_table Source code
egc_test_specificity Source code
egcm Man page Source code
egcm-package Man page
egcm.default.i1test Man page Source code
egcm.default.pvalue Man page Source code
egcm.default.urtest Man page Source code
egcm.i1tests Man page Source code
egcm.set.default.i1test Man page Source code
egcm.set.default.pvalue Man page Source code
egcm.set.default.urtest Man page Source code
egcm.urtests Man page Source code
egcm_power_comparison_table Source code
egcm_power_graph Source code
generate_rho_bias_table Source code
include.investment.scenarios Source code
is.ar1 Man page Source code
is.cointegrated Man page Source code
multigetYahooPrices Source code
na.inf.locf Source code
onLoad Source code
pgff.test Man page Source code
pgff_power Man page Source code
pgff_power_table Man page Source code
pgff_quantile_table Source code
pgff_quantiles Source code
pgff_rho_ws Man page Source code
plot.egcm Man page Source code
plot.egcm.internal Source code
print.egcm Source code
print.summary.egcm Source code
qtab_to_ltab Source code
quantile_table_interpolate Source code
rar1 Man page Source code
rcoint Man page Source code
residuals.egcm Source code
rho_bias_table Source code
sim.egcm Man page Source code
summary.egcm Man page Source code
test.egcm Source code
ur_power Man page Source code
ur_power_table Man page Source code
ur_specificity Source code
yegcm Man page Source code
egcm documentation built on Sept. 18, 2017, 5:03 p.m.