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egcm - MaRDI portal

egcm (Q73430)

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Engle-Granger Cointegration Models
Language Label Description Also known as
English
egcm
Engle-Granger Cointegration Models

    Statements

    instance of
    R package
    0 references
    last update
    27 February 2023
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    software version identifier
    1.0.13
    publication date
    27 February 2023
    0 references
    author
    Matthew Clegg
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    imports
    grid
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    ggplot2
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    MASS
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    parallel
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    stats
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    methods
    0 references
    tseries
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    urca
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    pracma
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    quantmod
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    programmed in
    R
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    depends on software
    zoo
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    xts
    0 references

    Identifiers

    CRAN project
    egcm
    0 references
     
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