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- Thu Sep 03, 2009 5:57 am
- Forum: Data Manipulation
- Topic: Multiple Cointegration Tests
- Replies: 1
- Views: 3701
Multiple Cointegration Tests
Hi there, Im busy with a Finance Honours thesis, and I am currently running co-integration tests on share price series to find relationships, but I would like to know how I can run multiple tests, so that all series are tested against each other, in pairs. Is this possible? Anyone know how? I'm not ...