Look at the econometrics and time series Task wiew on the CRAN web site John
On 23 August 2010 04:09, Aditya Damani <adicoo...@gmail.com> wrote: > Hi, > > Could someone please tell me the R codes for fitting VAR(p) (Vector > Auto Regressive) models and doing the Johansen’s cointegration tests. > > 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. > -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:fra...@tcd.ie mailto:fra...@gmail.com ______________________________________________ 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.
