seasonal cointegration in EViews please help me

[brc83]

i am concerning about seasonal cointegration for quarterly and monthly data. Johansen test procedure in Eviews use first difference. (lags interval(first difference:...) but in seasonal cointegration i must use fourth difference for quarterly data and twelfth difference for monthly data. How can i do this cointegration in Eviews. i couldn't code for Johansen test in Eviews, please help me. i am wandering your suggestions.

if you want to see some article:
H. S. Lee: Maximum likelihood inference on cointegration and seasonal cointegration.
J. Econometrics 54 (1992), 1–47.
oliver darne: Seasonal cointegration for monthly data
Lee, H.S., Siklos, P.L., 1995. A note on the critical values for maximum likelihood (seasonal) cointegration tests. Economics
Letters 49, 137–145.
Lee, H.S., Siklos, P.L., 1997. The role of seasonality in economics time series: reinterpreting money-output causality in US
data. International Journal of Forecasting 13, 381–391.