inst/book-ex/Rcode-8-1.R
In cheaton/vars2: VAR Modelling
library(urca)
data(UKpppuip)
names(UKpppuip)
attach(UKpppuip)
dat1 <- cbind(p1, p2, e12, i1, i2)
dat2 <- cbind(doilp0, doilp1)
args('ca.jo')
H1 <- ca.jo(dat1, type = 'trace', K = 2, season = 4,
dumvar = dat2)
H1.trace <- summary(ca.jo(dat1, type = 'trace', K = 2,
season = 4, dumvar = dat2))
H1.eigen <- summary(ca.jo(dat1, type = 'eigen', K = 2,
season = 4, dumvar = dat2))
cheaton/vars2 documentation built on May 29, 2019, 3:04 a.m.
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library(urca)
data(UKpppuip)
names(UKpppuip)
attach(UKpppuip)
dat1 <- cbind(p1, p2, e12, i1, i2)
dat2 <- cbind(doilp0, doilp1)
args('ca.jo')
H1 <- ca.jo(dat1, type = 'trace', K = 2, season = 4,
dumvar = dat2)
H1.trace <- summary(ca.jo(dat1, type = 'trace', K = 2,
season = 4, dumvar = dat2))
H1.eigen <- summary(ca.jo(dat1, type = 'eigen', K = 2,
season = 4, dumvar = dat2))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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