Re: [R] fractional cointegration

Some typo in my question below: I am *attempting* to...not stempting... Regards Mamush -- Forwarded message -- From: mamush bukana Date: Sun, Feb 5, 2012 at 12:13 AM Subject: fractional cointegration To: r-help@r-project.org Dear folk, I am stempting to estimate a vector

[R] fractional cointegration

Dear folk, I am stempting to estimate a vector error correction model using a seemingly fractionally integrated multivariate time series. The *fracdiff *package provides tools to estimate degree of fractional integration. But *fracdiff *can't help me to: 1. test equality of two degrees of fractio