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 |

which.hypothesis.pcitest | Returns the preferred hypothesis when testing for partial... |

yfit.pci | Fetch series from Yahoo and perform a partial cointegration... |

yhedge.pci | Hedge portfolio for a stock price series |

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