Hi,

I am looking at the Engle Granger Cointegration methodology for two
variables. After testing for unit roots, the methodology requires to
perform the OLS on the two variable and check the residuals for unit
root using the Engle Granger test critical values instead of the
Augmented Dickey Fuller test critical values. 

Specifically I am looking for Table C in Applied Econometric Time Series
by Walter Enders (Second Edition, page 441) implementation in R. Does
anybody know if this is available in R?

Many thanks in advance,
Reena


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