[R] Seasonal Cointegration

Rafael Costa rafaelcarneirocosta.rc at gmail.com
Mon Feb 29 20:08:53 CET 2016


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.

	[[alternative HTML version deleted]]



More information about the R-help mailing list