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- Mon Mar 18, 2013 4:49 pm
- Forum: Other Time Series Analysis
- Topic: seasonal cointegration
- Replies: 3
- Views: 8298
seasonal cointegration
Hello, My question concerns the usage of mhegy and/or the CATS package (which I do not have). My understanding is that mhegy is designed to be used with a single time series, rather than multiple time series. I am interested in looking for seasonal cointegration between several pairs or series and s...