[R] Cointegration Vectors

EDUARDO LONGO, BANCO SAFRA S.A. elongo4 at bloomberg.net
Mon Mar 16 22:03:53 CET 2009


Hi,

I am trying to test the cointegration among 5 time series, grouped in pairs. I would like to save in a table the cointegration vectors for the 10 tests.

I used the urca package, but I dont know how to extract the data only for the cointegration vector.

Thanks in advance for help !

Eduardo


More information about the R-help mailing list