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.
