An easytouse implementation of the EngleGranger twostep procedure for identifying pairs of cointegrated series. It is geared towards the analysis of pairs of securities. Summary and plot functions are provided, and the package is able to fetch closing prices of securities from Yahoo. A variety of unit root tests are supported, and an improved unit root test is included.
Package details 


Maintainer  
License  GPL2  GPL3 
Version  1.0.11 
Package repository  View on GitHub 
Installation 
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