Aditya Damani wrote:
Hi,
Please tell me the R codes for Engle Granger Test of cointegration.
TIA
Aditya
Enough already. That must be 5 or more posts which basically say 'write
the code for me to do my work so I don't have to bother'.
Firstly, read the posting guide (the url is at the bottom on every
post), particularly the bit about homework, since your questions have
that ring about them.
Secondly, try some self study before launching into posting. In your
case, I believe even a cursory scan of Kleiber/Zeileis: "Applied
Econometrics with R" would answer a lot of your questions.
David Scott
_________________________________________________________________
David Scott Department of Statistics
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018
Director of Consulting, Department of Statistics
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
