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2010 Mar 27
0
Error lm.fit(...) - pairs cointegrated trading
Hello guys, I'm trying to do a pairs trading cointegration analysis on two stocks (AXAP and AXANY), but I get an error that I don't understand... Here's my code: setwd("S:/Users/Alexis/Desktop/Essai") #chemin du dossier contenant les donn?es donnees <- read.csv("Data_R.csv", head=T, sep=";", stringsAsFactors=F) library(xts) dates <-