[R] Seasonal Cointegration

[John C Frain]

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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