Man pages for partialCI
Partial Cointegration
| fit.pci | Fits the partial cointegration model to a collection of time... |
| hedge.pci | Searches for a partially cointegrated hedge for a given time... |
| likelihood_ratio.pci | Computes the likelihood ratio of the partially cointegrated... |
| loglik.pci | Computes the log likelihood of a partially cointegrated model |
| multigetYahooPrices | Fetches closing prices of multiple stock tickers |
| partialCI-package | Partial Cointegration |
| rpci | Generates a random instance of a partial cointegration model |
| statehistory.pci | Generates the sequence of inferred states of a partial... |
| test.pci | Tests the goodness of fit of a partial cointegration model |
| yfit.pci | Fetch series from Yahoo and perform a partial cointegration... |
| yhedge.pci | Hedge portfolio for a stock price series |
