inst/book-ex/Rcode-8-7.R

data(denmark)
sjd <- denmark[, c("LRM", "LRY", "IBO", "IDE")]
sjd.vecm <- summary(ca.jo(sjd, ecdet = "const",
                          type = "eigen",
                          K = 2,
                          spec = "longrun",
                          season = 4))
lue.vecm <- summary(cajolst(sjd, season=4))

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