Is there any way to impliment Elliott–Rothenberg–Stock (ERS) with Hannan-Quinn lag selection criterion in R?

Hi TS and R gurus, Is there any way to impliment Elliott–Rothenberg–Stock (ERS) with Hannan-Quinn lag selection criterion in R? Libraries like fUnitRoots and fSeries have commands...

02 February 2017 7,142 4 View