Extract and plot common trends from a cointegration system. Calculate P-value for Johansen Statistics.

Documentation for package ‘CommonTrend’ version 0.7-1

benchmark	Data set for logged stock indices in three benchmark markets
ComT-class	Representation of class 'ComT'
GG.ComT	Permanent-Transitory Decomposition
Kasa.ComT	Common Trend(s) according to Kasa(1992)
optimlag	Search the lag order to maximize Johansen Statistics (1988)
optimlag-class	Representation of class 'optimlag'
p.Johansen	P-value of Johansen statistics
plotComT	Plot the common trend(s)
q.Johansen	Get Johansen statistics from its P-value