Description Arguments Author(s)

This class contains several useful objects about the estimated common trends for further manipulations.

`method` |
Character. Method used to extract the common trends. |

`length` |
Length of the common trends. It is the length of original series minus lag order. |

`lag.chosen` |
Lag order. |

`beta` |
The estimated cointegration vector. |

`othog.beta` |
The othogonal complement of |

`alpha` |
The estimated |

`othog.alpha` |
The othogonal complement of |

`common.trend` |
The common trends after multiplied with the loading matrix. |

`pure.trend` |
The ‘pure’ common trends without multiplying with the loading matrix. |

`loading.vector` |
The loading matrix. |

`stationary` |
The estimated stationary process. |

`data.used` |
The orginal data after adjusted with the lag order. Thus it has the same length with the estimated common trends. |

Fan Yang

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