Cointelation (hybrid method between COINTegration and corrELATION technique) on two series using R -

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cointelation a hybrid method between cointegration , correlation techniques.

ref:

http://wilmott.com/pdfs/mvmc_csl_05_2012.pdf

there great packages in r on cointegration not find on cointelation on http://www.rseek.org/ or in http://cran.r-project.org/web/views/

i have 2 time series 

library(quantmod) getsymbols("yhoo",src="google")   getsymbols("goog",src="yahoo")

how can perform cointelation on 2 series using r?

is there package, functions, code or references in r dealing cointelation? grateful on this.

there new article came out october 23rd. can found here: http://onlinelibrary.wiley.com/doi/10.1002/wilm.10252/abstract


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