S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for replicating within one package the functionality of S+Finmetrics? Thank you very much in advance for any guidance.
Best regards,
_______________________ Ivan Alves mailto://[EMAIL PROTECTED]
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