Re: [R] VAR and VECM in multivariate time series

2011-11-09 Thread Setlhare Lekgatlhamang
Subject: [R] VAR and VECM in multivariate time series Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series model. I have a few questions: 1. I used acf and pacf plot and find my variables are

[R] VAR and VECM in multivariate time series

2011-11-06 Thread cloris
Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are s