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If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

To cite egcm in publications use:

Matthew Clegg (2022). egcm: Engle-Granger cointegration models.

Corresponding BibTeX entry:

  @Manual{,
    title = {egcm: Engle-Granger cointegration models},
    author = {{Matthew Clegg}},
    year = {2022},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.