[R] Fitting VAR and doing Johansen's cointegration test in R

Aditya Damani adicool4u at gmail.com
Mon Aug 23 05:09:52 CEST 2010

Previous message: [R] Confidence Interval in ARMA mean GARCH model
Next message: [R] Fitting VAR and doing Johansen's cointegration test in R
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

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

Previous message: [R] Confidence Interval in ARMA mean GARCH model
Next message: [R] Fitting VAR and doing Johansen's cointegration test in R
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-help mailing list