Engle-Granger Cointegration Models

acor | autocorrelation |

allpairs.egcm | Perform cointegration tests for all pairs of securities in a... |

bvr.test | Unit root test based upon Breitung's variance ratio |

detrend | Remove a linear trend from a vector |

egcm | Simplified Engle-Granger Cointegration Model |

egcm-package | Simplified Engle-Granger Cointegration Models |

egcm.set.default.i1test | Set and get defaults for Engle-Granger cointegration models |

pgff.test | Unit root test of Pantula, Gonzales-Farias and Fuller |

rar1 | Random AR(1) vector |

rcoint | Random generation of cointegrated sequences |

sim.egcm | Generate simulated data from an Engle-Granger cointegration... |

ur_power | Power assessment for unit root tests |

yegcm | Engle-Granger cointegration model from Yahoo! price series |

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