This function generates the level regresors in HEGY regression, without differenced lag terms.

1 | ```
hegy.reg(wts)
``` |

`wts` |
Univariate time series, with a possibly seasonal stochastic trend |

This function automatically identifies the frequency of time series data, and generate necessary level components as described in Eq.(3.7) of Hylleberg et. al (1990).

Ho Tsungwu <tsungwu@cc.shu.edu.tw>, modifed from Javier Lopez-de-Lacalle

Hylleberg, S., Engle, R.F., Granger, C.W.J., and Yoo, B.S.(1990) Seasonal integration and cointegration. Journal of Econometrics,44, 215-238.

Javier Lopez-de-Lacalle in https://github.com/cran/uroot/blob/master/R/hegy.R

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