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.
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