On Mon, 2010-08-23 at 08:42 +0530, Aditya Damani wrote: > Hi, > > Please tell me the R codes for Engle Granger Test of cointegration.
It isn't good form to pepper the list with questions, especially when said questions do not indicate you have done the required level of self-help etc before posting. Your questions suggest you are interested in time series analysis in R. So in addition to Kleiber and Zeileis' book mentioned by David, try the TimeSeries task view on CRAN. At the very least it will answer your above question and point you in the direction of GARCH models in R. I have answered (or tried to) two of your other questions. Hopefully that is enough for one day ;-) Before you post to the list again, please read the posting guide and follow the instructions therein: http://www.R-project.org/posting-guide.html HTH G > > TIA > Aditya > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
