Hatemi J. Co integration

If you are you looking to use the Hatemi-J cointegration test, I recommend using the version in the tspdlib. The code in the library has been tested and developed for easy use.

The tspdlib library can be installed using Package Installer in GAUSS 20+ or the Installation Wizard for earlier GAUSS versions.

The example file, coint_hetemij.e, will be located in the GAUSS home pkgs/tspdlib/examples directory can be used as a template for running the test.

Everything I do seems not to be working for me with Gauss. I have tried using the recommended code but its still not working. am getting the error code:

G0014 : File not found 'C:\gauss20\pkgs\tspdlib\examples\Hcoint.dht' [datafile.src, line 258]

am really getting tired.