I forwarded your Question to a former Comp-Fi instructor who has written some co-integration hedging models in R. Paul A. Medica Product Reliability Engineering Personal Image & Printing Group Hewlett-Packard Co. o: 360-212-2766 paul.medica@hp.com -----Original Message----- From: r-sig-finance-bounces@stat.math.ethz.ch [mailto:r-sig-finance-bounces@stat.math.ethz.ch] On Behalf Of CHONG, Wee-Khoon, FM Sent: Thursday, June 24, 2004 3:21 AM To: 'r-sig-finance@stat.math.ethz.ch' Subject: [R-sig-finance] Co-integration test ? Dear all, Good morning.. I am new to this mailing group. I was wondering if someone could point me to the right direction to perform co-integration test in R please ? regards, Wee-Khoon CHONG ************************************************************************ *********** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the addressee only. If the message is received by anyone other than the addressee, please return the message to the sender by replying to it and then delete the message from your computer. Internet e-mails are not necessarily secure. The Royal Bank of Scotland plc does not accept responsibility for changes made to this message after it was sent. Whilst all reasonable care has been taken to avoid the transmission of viruses, it is the responsibility of the recipient to ensure that the onward transmission, opening or use of this message and any attachments will not adversely affect its systems or data. No responsibility is accepted by The Royal Bank of Scotland plc in this regard and the recipient should carry out such virus and other checks as it considers appropriate. Visit our websites at: http://www.rbs.co.uk/CBFM http://www.rbsmarkets.com ************************************************************************ ******** _______________________________________________ R-sig-finance@stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-finance
Co-integration test ?
1 message · Medica, Paul A