Uses of Package
dev.nm.stat.cointegration
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Packages that use dev.nm.stat.cointegration Package Description dev.nm.stat.cointegration -
Classes in dev.nm.stat.cointegration used by dev.nm.stat.cointegration Class Description CointegrationMLE Two or more time series are cointegrated if they each share a common type of stochastic drift, that is, to a limited degree they share a certain type of behavior in terms of their long-term fluctuations, but they do not necessarily move together and may be otherwise unrelated.JohansenAsymptoticDistribution.Test the available types of Johansen cointegration testsJohansenAsymptoticDistribution.TrendType the available types of trends