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depscope/conda/r-egcm

r-egcm

condav1.0.13

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.

License GPL-2.0-or-later1 versions1 maintainers0 deps52 weekly dl
43
/ 100
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Health breakdown0 – 100
10/25
maintenance
0/20
popularity
25/25
security
6/15
maturity
2/15
community
Vulnerabilities
0
none known

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First published · 2023-12-07 08:26:06.147000+00:00

Last updated · 2025-09-24 13:55:09.484000+00:00

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