Hello All, Could any one of you kindly let me know , if there is an R package which has Cointegrated Regression Durbin Watson test ?
lmtest package has a function dwtest but this is not for cointegrated systems, which uses different critical values Regards Radha [[alternative HTML version deleted]] ______________________________________________ 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.