Nothing
optimlag <-
function ( data, k=10,ecdet="none")
{
result = matrix(NA,k,1)
for(j in 2:k)
{ cotest = ca.jo(data, type = "trace", ecdet =ecdet, K=j, spec="transitory")
result[ j,]=cotest@teststat[2]
}
final=list ( Olag.value=max(result[2:k]),
Olag= which( result==max(result[2:k]) ),
list.lags=result
)
class(final)<-"optimlag"
final
}
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