This video contains the following methods of cointegration analysis with R
Engle and Granger Method
Phillip Ouliaris Methos and
Johansen Approach
It also shows how to generate the short run dynamics using either VECM or VAR as the case may be.
Last but not the least, it shed some lights on forecasting and impulse response charts
Негізгі бет Co-integration analysis using R
Пікірлер: 2