R: Testing Large VARs for the Presence of Cointegration

# Testing Large VARs for the Presence of Cointegration

## Documentation for package ‘Largevars’ version 1.0.3

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

largevar | Cointegration test for settings of large N and T
percentiles | Quantiles for the limiting distribution of the test
quantile_tables | Creates the quantile table output for largevar function
sim_function | Empirical p-value for cointegration test
s_p100_price | Stock price data for example in vignette