[R] Seasonal Cointegration
sarah.goslee at gmail.com
Mon Feb 29 20:14:18 CET 2016
Checking Rseek.org turns up this discussion thread:
which talks about the lack of that method in R.
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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