This package provides 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.

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.
grid, ggplot2, tseries, MASS, urca, parallel, pracma, stats,
quantmod, methods

grid, ggplot2, tseries, MASS, urca, parallel, fArma

grid, ggplot2, tseries, MASS, urca, parallel, fArma, stats,
methods

Extensions for 'ggplot2', to Align Plots, and Set Panel Sizes
Miscellaneous functions to help customise 'ggplot2' objects. High-level functions are provided to post-process 'ggplot2' layouts and allow alignment between plot panels, as well as setting panel sizes to fixed values.

Extensions for 'ggplot2': Custom Geom, Plot Alignment,
Symmetrised Scale, and Fixed Panel Size
Miscellaneous functions to help customise 'ggplot2' objects. High-level functions are provided to post-process 'ggplot2' layouts and allow alignment between plot panels, as well as setting panel sizes to fixed values. Other functions include a custom 'geom', and a helper function to enforce symmetric scales in facetted plots.

Miscellaneous functions to help customise 'ggplot2' objects. High-level functions are provided to post-process 'ggplot2' layouts and allow alignment between plot panels, as well as setting panel sizes to fixed values. Other functions include a custom 'geom', and helper functions to enforce symmetric scales or add tags to facetted plots.