This is matlab toolkit for testing fractional cointegration. Detailed descr iption is included in the .zip file.-This is matlab toolkit for testing fractional cointegration. Detailed descr iption is included in the .zip file.

目前最新的计算分数维协整关系的模型FCVAR 代码包括了协整秩的估计 预测 等功能 有一个实例