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Possibility to code a formula for cointegration

Last post 10-06-2009, 3:01 by equator. 1 replies.
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  •  10-05-2009, 10:26 30884

    Possibility to code a formula for cointegration

    Hello,

    I was wondering whether it was possible to code a formula for cointegration in metastock. Has anybody done it or does anyone knows how to do it? I have done a google search on it but found nothing.

    Thanks in advance for your replies.
  •  10-06-2009, 3:01 30889 in reply to 30884

    Re: Possibility to code a formula for cointegration

    In order for you to better understand my purpose let me state what I wish to do:
    I wish to run a cointegration test on a candidate list of all possible pairs and find the coefficient of cointegration for all pairs. But, I don't know whether it is possible to do it with Metastock. I don't even know if it is possible to code a formula for cointegration in metastock.
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