tRY HEGY.test() in R package pdr. John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj at tcd.ie mailto:frainj at gmail.com
On 29 February 2016 at 19:14, Sarah Goslee <sarah.goslee at gmail.com> wrote:
Checking Rseek.org turns up this discussion thread: http://blog.gmane.org/gmane.comp.lang.r.r-metrics/month=20130601 which talks about the lack of that method in R. Sarah On Mon, Feb 29, 2016 at 2:08 PM, Rafael Costa <rafaelcarneirocosta.rc at gmail.com> wrote:
Dear R users, Where can I find the codes to Seasonal Coitegration tests (known as EGHL test)? This test was presented on paper ?Seasonal Cointegration: The Japanese Consumption Function.? (Engle, R.F., C.W.J. Granger, S.
Hylleberg,
and H.S. Lee; 1993). I am looking forward any help. Thanks in advance , Rafael Costa.
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