Package: egcm
Type: Package
Title: Engle-Granger Cointegration Models
Version: 1.0.13
Date: 2023-02-26
Authors@R: c(person("Matthew", "Clegg", role=c("aut","cre","cph"),
                    email="matthewcleggphd@gmail.com"))
Description: 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: zoo, xts
Imports: grid, ggplot2, tseries, MASS, urca, parallel, pracma, stats,
        quantmod, methods
License: GPL-2 | GPL-3
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2023-02-27 01:33:28 UTC; matthewclegg
Author: Matthew Clegg [aut, cre, cph]
Maintainer: Matthew Clegg <matthewcleggphd@gmail.com>
Repository: CRAN
Date/Publication: 2023-02-27 09:42:33 UTC
Built: R 4.2.0; ; 2023-07-11 01:17:14 UTC; unix
