[R] cointegrating regression
fberchtold at mail.bip.net
Thu Feb 15 15:48:38 CET 2001
Can I run a cointegrating regression, for example
with R were
Xt and Yt are non stationary time series at t
a,b,c are parameters and E1t and E2t are error terms at t.
Yt-Xt is stationary
Any suggestions are welcome.
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