Re: [R] Seasonal Cointegration

[John C Frain]

tRY HEGY.test() in R package pdr.

John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:fra...@tcd.ie
mailto:fra...@gmail.com

On 29 February 2016 at 19:14, Sarah Goslee  wrote:

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

[[alternative HTML version deleted]]

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Re: [R] Seasonal Cointegration

[Sarah Goslee]

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
 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.

[R] Seasonal Cointegration

[Rafael Costa]

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]]

__
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.