acor                    autocorrelation
allpairs.egcm           Perform cointegration tests for all pairs of
                        securities in a list
bvr.test                Unit root test based upon Breitung's variance
                        ratio
detrend                 Remove a linear trend from a vector
egcm                    Simplified Engle-Granger Cointegration Model
egcm-package            Simplified Engle-Granger Cointegration Models
egcm.set.default.i1test
                        Set and get defaults for Engle-Granger
                        cointegration models
pgff.test               Unit root test of Pantula, Gonzales-Farias and
                        Fuller
rar1                    Random AR(1) vector
rcoint                  Random generation of cointegrated sequences
sim.egcm                Generate simulated data from an Engle-Granger
                        cointegration model
ur_power                Power assessment for unit root tests
yegcm                   Engle-Granger cointegration model from Yahoo!
                        price series
