Package: egcm
Type: Package
Title: Engle-Granger cointegration models
Version: 1.0.2
Date: 2014-01-24
Author: Matthew Clegg
Maintainer: Matthew Clegg<matthewcleggphd@gmail.com>
Description: This package provides an easy-to-use implementation of the Engle-Granger
  two-step procedure for identifying pairs of cointegrated series.  It is geared towards 
  the analysis of pairs of securities.  Summary and plot functions are provided, 
  and the package is able to fetch closing prices of securities from Yahoo.
  A variety of unit root tests are supported, and an improved unit root test is included.  
Depends: grid, ggplot2, tseries, zoo, MASS
Suggests: urca, TTR, parallel, fArma
License: GPL-2 | GPL-3
KeepSource: yes
Packaged: 2014-03-28 14:21:04 UTC; matthewclegg
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-03-28 16:10:56
