EmilNejst/Rcivecm: Cointegration Analysis With R
The package facilitates cointegration analysis using R. The approach is guided by the work of Soeren Johansen and Katarina Juselius on carefully modeling systems of non-stationary, cointegrated variables.
Getting started
Browse package contents
Package details |
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| Author | Andreas Noack Jensen, Emil Nejstgaard and Rasmus Varneskov |
| Maintainer | Emil Nejstgaard <enejst@gmail.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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