Cointegrating several series

Hey,

was hoping someone might be able to help me. I'm trying to find a relationship between several series and was thinking of using cointegration. Don't have the stats toolbox though, so can't just use that. Does anyone have any idea of how to do that? Thanks.

Answer 1

[Oleg Komarov]

I suggest to try out these two free toolboxes:

• Econometrics Toolbox: by James P. LeSage (free)
• MFE_Toolbox (free)