tRY HEGY.test() in R package pdr.
John C Frain
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Ireland
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On 29 February 2016 at 19:14, Sarah Goslee wrote:
> Checking Rseek.org turns up this
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
wrote:
> Dear R users,
>
> Where can I find
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
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