[R] Threshold Cointegration test

Setlhare Lekgatlhamang SetlhareL at bob.bw
Wed Jun 30 16:52:07 CEST 2010

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.


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