[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.

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