Description Usage Arguments Details Value Author(s) References See Also Examples

Enter the P-value of Johansen statistics(1988), then it will calculate the Johansen statistic(trace) itself according to the approximation method proposed by Doornik (1998).

1 |

`p` |
P-value of Johansen statistics |

`nComT` |
Number of common trends specified in the model |

`type` |
Character. The specification of constant and trend in VECM. see Details |

Enter the P-value of Johansen statistics(1988), then it will calculate the
Johansen statistic(trace) itself according to the approximation method proposed by Doornik (1998).
`nComT`

is actually the dimention miinus the specified rank number in VECM.
For the specification of constant and trend, you could directly refer to `p.Johansen`

.

Johansen statistic(trace)

Fan Yang

Johansen, S. (1988), Statistical Analysis of Cointegration Vectors,*Journal of Economic Dynamics and Control*, **12**, 231–254.

Doornik, J. A. (1998), Approximations to the Asymptotic Distributions of Cointegration Tests, *Journal of Economic Surveys* **12**, 573–593.

1 2 3 4 5 6 7 | ```
#Traces for the fowllowing 3 cases are actually
#12.97,24.60, 41.07 in Osterwal (1992) and in ca.jo of urca package.
#The examples here show the approximation using Doornik (1998) works very well
q.Johansen(0.01,1,"c")
q.Johansen(0.01,2,"c")
q.Johansen(0.01,3,"c")
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.