[R] cointegration test

Dear All, I am looking for a cointegration relationship between Spot and Future Price of commodites. The problem i am facing follows: 1. After estimating by Engle-Grranger Method, i found that the residuals are stationary at their level I (o), which is required to fulfill the cointegration test.

Re: [R] Cointegration test of panel data

You could try the "urca" package Also, I would maybe have a look a the CRAN Task View on computational econometrics at http://cran.r-project.org/web/views/Econometrics.html HTH Pete -- View this message in context: http://r.789695.n4.nabble.com/Cointegration-test-of-panel-data-tp3438783p34388

[R] Cointegration test of panel data

Hi Does anyone know if there's a package for unit-root and cointegration test in R? Regards Serdar [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the postin