期货，现货数据处理，平稳性检验，协整检验，granger因果检验

library(lmtest)
library(tseries)
library(urca)
da1<-read.table("egg_futures.txt",header = T)
da2<-read.table("egg_marketprice.txt",header = T)
time<-c(1:178)/51+2013.833
fp<-da1$price
mp<-da2$price
mp<-mp*1000

qfp <- matrix(fp, ncol = 5, byrow = TRUE)
wf<-apply(qfp, 1, mean)
wfp<-log(wf)
dwfp<-diff(wfp)

qmp <- matrix(mp, ncol = 5, byrow = TRUE)
wm<-apply(qmp, 1, mean)
wmp<-log(wm)
dwmp<-diff(wmp)

plot(wmp~time,type="l",lty=1)
lines(wfp~time,col="blue",lty=2)
cor(wfp,wmp)
cor(dlfp,dlmp)

adf.test(wfp)
adf.test(wmp)

adf.test(dlfp)
adf.test(dlmp)
reg<-lm(wmp~wfp)
summary(reg)
dw<-dwtest(reg)
#EG两步
error<-residuals(reg)
urt.resid<-ur.df(error,type="none",selectlags="AIC")
summary(urt.resid)
adf.test(error)

grangertest(dwmp~dwfp)
grangertest(dwfp~dwmp)

fit<-lm(dwmp~dwfp)
summary(fit)

以上是基本代码，还是比较简单的