# How to build a Cointegration model in Julia?

**URL:** <https://discourse.julialang.org/t/how-to-build-a-cointegration-model-in-julia/29292>\
**Category:** Statistics\
**Created:** [September 29, 2019, 1:00pm UTC](https://discourse.julialang.org/t/how-to-build-a-cointegration-model-in-julia/29292 "2019-09-29T13:00:11Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![yw892](https://avatars.discourse-cdn.com/v4/letter/y/7feea3/32.png) [@yw892](https://discourse.julialang.org/u/yw892)\
**Post date:** [September 29, 2019, 1:00pm UTC](https://discourse.julialang.org/t/how-to-build-a-cointegration-model-in-julia/29292/1 "2019-09-29T13:00:11Z")

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Is there any stable package that could build a cointegration or VECM model? Thanks!

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**Author:** ![andreasnoack](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/andreasnoack/32/27_2.png) [@andreasnoack](https://discourse.julialang.org/u/andreasnoack)\
**Post date:** [October 2, 2019, 8:02am UTC](https://discourse.julialang.org/t/how-to-build-a-cointegration-model-in-julia/29292/2 "2019-10-02T08:02:20Z")

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The code I used for my thesis is in [https://github.com/andreasnoack/Cointegration.jl](https://github.com/andreasnoack/Cointegration.jl). It should work but it’s old, undocumented, and mainly targeted the I(2) model since that was the topic of my thesis. I’d be happy to help you using it, though, and I’d also be happy to review PRs if you want to add features.