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:fra...@tcd.ie mailto:fra...@gmail.com
On 29 February 2016 at 19:14, Sarah Goslee <sarah.gos...@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...@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. > > > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
