Hot answers tagged manager-analysis
I would recommend using the Johansen-Procedure for determining the cointegration vector, the ca.jo-function from library(urca). After determining the cointegration rank, a normalized cointegration vector is produced by estimating a restricted VECM with the command cajorls().
I believe there are several questions being asked. Since there are several behavioural patters that could be measured I suggest to first identify which is of most interest. See Hersh for a good summary of patterns. For most behavioural patterns that I can think of you would need transaction data.
Only top voted, non community-wiki answers of a minimum length are eligible