GitHub - monyakenes/VECM-: The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks. · GitHub

Name		Name	Last commit message	Last commit date
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FANG.xlsx		FANG.xlsx
VECM.R		VECM.R

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The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.

integration ecm vecm fang stationarity cointegration-analysis

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