Re: Cointegration

[John Frain]

You might find Martin, Hurn and Harris (2012), Econometric Analysis of Time Series, CUP useful.  ( Reference may not be exact).  This has examples in basic MATLAB which you should be able to translate to Octave. The MATLAB code can be downloaded from the book's website. You will need to reprogram some items as the new MATLAB syntax for random number generators is different from that in Octave

On Mon, 23 Jul 2018, 17:49 shivax, <address@hidden> wrote:

hi,
there is package about it?

i see in matlab there is this package
https://www.mathworks.com/discovery/cointegration.html



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