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st: Cointegration

From   "kelly johnson" <[email protected]>
To   [email protected]
Subject   st: Cointegration
Date   Thu, 14 Jul 2005 17:18:10 -0400

suppose i have tiem series data with variables v1-v100. I suspect that there is a cointegrating relationship between variable v1 and the others. how can i go abotu idnetifying this, and calculatign the precise cointegrating relationship. thanks a bunch! kj

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