Cointegration analysis

The task is to carry out a simple cointegration test / granger causality analysis. Attached to this bid request is a spreadsheet which contains returns data for a number of assets classes, recorded in rows 22 onwards in the sheet named 'correlation'. In rows 3 to 19, you will find the correlations between these returns, calculated using the correl() Excel function. The purpose of this bid request is to better understand the relationship between these asset classes and inflation. The simple correlation analysis performed in the 'correlation' sheet is uninformative, and I am wondering whether you could run a cointegration analysis, explaining briefly how to interpret the results. It is not necessary to write a report, and a brief explanation of what was done and how to interpret the results would suffice. Please let me know if you have any questions. In your bids, please indicate your level of experience in running cointegration analyses, and how soon you would be able to complete the project. ## Deliverables 1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Deliverables must be in ready-to-run condition, as follows (depending on the nature of the deliverables): a) For web sites or other server-side deliverables intended to only ever exist in one place in the Buyer's environment--Deliverables must be installed by the Seller in ready-to-run condition in the Buyer's environment. b) For all others including desktop software or software the buyer intends to distribute: A software installation package that will install the software in ready-to-run condition on the platform(s) specified in this bid request. 3) All deliverables will be considered "work made for hire" under U.S. Copyright law. Buyer will receive exclusive and complete copyrights to all work purchased. (No GPL, GNU, 3rd party components, etc. unless all copyright ramifications are explained AND AGREED TO by the buyer on the site per the coder's Seller Legal Agreement). ## Platform Excel, Word