fractional cointegration

Questions and discussions on Time Series Analysis

fractional cointegration

Postby luxu1983 » Thu Nov 05, 2009 11:12 am

hi every body
can RATs do fractional cointegration ?
thank you
luxu1983
 
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Re: fractional cointegration

Postby ckhd » Thu Jan 21, 2010 8:35 am

Hi luxu, I am currently writing the code in rats, could you please post/mail in if you are interested.
best regards,
K
ckhd
 
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