VAR and ADF in r software

[gogy_tkd]

Can maybe someone help me, how to build auto regressive model and Augmented Dick-Fuller test in r software. Best regards

 

[zyz]

Take a look at this book: http://www.amazon.com/Analysis-Financial-Time-Series-Ruey/dp/0470414359

 

[alain]

Can maybe someone help me, how to build auto regressive model and Augmented Dick-Fuller test in r software. Best regards

after hours of working, here are the answers:

http://bit.ly/16VoTVm
http://bit.ly/16Vp5nC