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Information Technology

Referencing Styles : APA | Pages : 4
Cointegration/ECM  Use the data set NBS8334_data_2.xlsx (Excel file)  Choose the variables ATP (Argentina Trigo Pan) wheat and USHRW (U.S. Hard Red Winter) wheat.   Log the variables to create latp and lus as natural logged prices of ATP and USHRW respectively.  At this stage we just assume the data is I(1) to illustrate the cointegration test. (Note: you must carry out unit root tests as a prelude to cointegration analysis).   Plotting the data for latp and lu ...



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