[R] Threshold Cointegration test

[Setlhare Lekgatlhamang]

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.

Lexi


DISCLAIMER:
Sample Disclaimer added in a VBScript.