[R] Threshold Cointegration test

[Setlhare Lekgatlhamang]

Hi,

I have read the posting guide and also the warning on my posting that
was sent to me some minutes after I posted. I realize that my posting
was too large/heavy coz of the equations in the attachment. It seems I
will not be able to post it.

But thanks a lot David.


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Setlhare Lekgatlhamang
Sent: Friday, July 02, 2010 9:21 AM
To: David Winsemius
Cc: r-help at r-project.org
Subject: Re: [R] Threshold Cointegration test

Thanks David. I shall read the posting guide and resend. Sorry for being
absent from the R users' discussion for a day - yesterday was a holiday
in Botswana.

Lexi

-----Original Message-----
From: David Winsemius [mailto:dwinsemius at comcast.net] 
Sent: Wednesday, June 30, 2010 5:24 PM
To: Setlhare Lekgatlhamang
Cc: r-help at r-project.org
Subject: Re: [R] Threshold Cointegration test

Read the Posting Guide. Your attachment apparently did not meet the  
requirements therein.


On Jun 30, 2010, at 10:52 AM, Setlhare Lekgatlhamang wrote:

> Dear R Users (particularly tsDyn package users),
>
> I am very new in the use of R and the contributed packages in need of
> urgent assistance (see attachment for the explanation of the problem).
>
> Could someone assist me on conducting threshold cointegration test  
> in R
> using the tsDyn package. I have gone thru the tsDyn manual and managed
> to use the code therein to estimate self-exciting threshold
> autoregressive (setar) models but I did not come across code to use in
> testing for cointegration.
>
> Thanks to you for anticipated assistance.
>
***************
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
**************

David Winsemius, MD
West Hartford, CT




DISCLAIMER:\ Sample Disclaimer added in a VBScript.\ ......{{dropped:14}}