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- Sun Feb 06, 2011 1:00 pm
- Forum: Econometric Discussions
- Topic: cointegration analysis of commodity futures data
- Replies: 0
- Views: 1868
cointegration analysis of commodity futures data
Hi all, I am trying to do cointegration analysis of commodity futures data downloaded from the Johannesburg Stock Exchange. I am specifically testing for the presence of a cointegration relationship between the white maize and yellow maize futures. I have commodity futures data starting from Novembe...