R/cajools.R

##
## cajools
##
cajools <- function(z, reg.number=NULL)
{
  if (!(class(z) == "ca.jo") && !(class(z) == "cajo.test")) {
    stop("\nPlease, provide object of class 'ca.jo' or 'cajo.test' as 'z'.\n")
  }
  P <- z@P
  data.mat <- data.frame(z@Z0, z@Z1, z@ZK)
  text <- colnames(data.mat)[-c(1:P)]
  text1 <- paste(text, "", sep="+", collapse="")
  text2 <- paste("~", substr(text1, 1, nchar(text1)-1))
  if (!is.null(reg.number)) {
    reg.number <- as.integer(reg.number)
    if (reg.number > ncol(z@Z0) || reg.number < 1) {
      stop("\nPlease, provide a valid number of the regression within \n the VECM, numbering from 1st to last row.\n")
    }
    form1 <- formula(paste("z@Z0[, reg.number]", text2, "-1"))
    return(lm(substitute(form1), data=data.mat))
  } else if (is.null(reg.number)) {
    form1 <- formula(paste("z@Z0", text2, "-1"))
    return(lm(substitute(form1), data=data.mat))
  } 
}

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urca documentation built on May 2, 2019, 2:08 a.m.