egcm

Package: egcm
Type: Package
Title: Engle-Granger Cointegration Models
Version: 1.0.8
Date: 2015-11-12
Authors@R: c(person("Matthew", "Clegg", role=c("aut","cre","cph"),
email="matthewcleggphd@gmail.com"))
Description: 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.
Depends: zoo, xts, TTR
Imports: grid, ggplot2, tseries, MASS, urca, parallel, fArma, stats,
methods
License: GPL-2 | GPL-3
NeedsCompilation: no
Packaged: 2015-11-12 21:12:11 UTC; matthew
Author: Matthew Clegg [aut, cre, cph]
Maintainer: Matthew Clegg <matthewcleggphd@gmail.com>
Repository: CRAN
Date/Publication: 2015-11-13 08:55:47

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'egcm' ...
** package 'egcm' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'egcm'
    finding HTML links ... done
    acor                                    html  
    finding level-2 HTML links ... done

    allpairs.egcm                           html  
    bvr.test                                html  
Rd warning: /tmp/RtmpInmRcR/R.INSTALL4d013f48fb2d/egcm/man/bvr.test.Rd:62: missing file link 'aggvarFit'
    detrend                                 html  
    egcm-package                            html  
Rd warning: /tmp/RtmpInmRcR/R.INSTALL4d013f48fb2d/egcm/man/egcm-package.Rd:112: missing file link 'aggvarFit'
    egcm                                    html  
Rd warning: /tmp/RtmpInmRcR/R.INSTALL4d013f48fb2d/egcm/man/egcm.Rd:98: missing file link 'aggvarFit'
    egcm.set.default.i1test                 html  
Rd warning: /tmp/RtmpInmRcR/R.INSTALL4d013f48fb2d/egcm/man/egcm.set.default.i1test.Rd:61: missing file link 'aggvarFit'
    pgff.test                               html  
    rar1                                    html  
    rcoint                                  html  
    sim.egcm                                html  
    ur_power                                html  
    yegcm                                   html  
Rd warning: /tmp/RtmpInmRcR/R.INSTALL4d013f48fb2d/egcm/man/yegcm.Rd:25: missing file link 'getYahooData'
Rd warning: /tmp/RtmpInmRcR/R.INSTALL4d013f48fb2d/egcm/man/yegcm.Rd:43: missing file link 'getYahooData'
** building package indices
** testing if installed package can be loaded
* DONE (egcm)
Making 'packages.html' ... done