[R] Seasonal Cointegration

[Sarah Goslee]

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.
>