Hi All
Thanks for supporting people like me.
What is cointegration and its connection with granger causality test ?
what is its use and mathematical methodology behind it. Secondly, is
cointegration test like "Phillips-Ouliaris Cointegration Test" of tseries
package or of urca package is the same as cointegration ? Please tell me
how to go about it and interpret the results ?
Thanks in advance
cheers :-)
-gaurav
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