[R] Threshold Cointegration test

David Winsemius dwinsemius at comcast.net
Wed Jun 30 17:24:06 CEST 2010


Read the Posting Guide. Your attachment apparently did not meet the  
requirements therein.


On Jun 30, 2010, at 10:52 AM, Setlhare Lekgatlhamang wrote:

> 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.
>
***************
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
**************

David Winsemius, MD
West Hartford, CT



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