Package: egcm
Type: Package
Title: Engle-Granger Cointegration Models
Version: 1.0.12
Date: 2017-08-28
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: 2017-09-18 05:02:57 UTC; matthewclegg
Author: Matthew Clegg [aut, cre, cph]
Maintainer: Matthew Clegg <matthewcleggphd@gmail.com>
Repository: CRAN
Date/Publication: 2017-09-18 13:00:53 UTC
