Using R to Test for Cointegration - forex volatility trading strategies

Using R to Test for Cointegration ~ forex volatility trading strategies

Paul Teetor, who guest-blogged here about seasonal spreads, recently wrote an article about how to test for cointegration using R. Readers who dont want to pay for a copy of Matlab should find this free alternative with similar syntax quite interesting.
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Excel ADF test - forex trading strategies video tutorial

Excel ADF test ~ forex trading strategies video tutorial

Some readers have asked whether there is an Excel version of the ADF test for cointegration (mentioned in articles here or here.) You can download one such package here (Hat tip: Bruce H.).

And as always, you can download the Matlab version from spatial-econometrics.com.
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