Re: [R] Engle Granger Test in R

[Gavin Simpson]

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
 
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[R] Engle Granger Test in R

[Aditya Damani]

Hi,

Please tell me the R codes for Engle Granger Test of cointegration.

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.

Re: [R] Engle Granger Test in R

[David Scott]

Aditya Damani wrote:

Hi,

Please tell me the R codes for Engle Granger Test of cointegration.

TIA
Aditya


Enough already. That must be 5 or more posts which basically say 'write 
the code for me to do my work so I don't have to bother'.


Firstly, read the posting guide (the url is at the bottom on every 
post), particularly the bit about homework, since your questions have 
that ring about them.


Secondly, try some self study before launching into posting. In your 
case, I believe even a cursory scan of Kleiber/Zeileis: Applied 
Econometrics with R would answer a lot of your questions.


David Scott

_
David Scott Department of Statistics
The University of Auckland, PB 92019
Auckland 1142,NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:  d.sc...@auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics

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