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))
cheaton/vars2 documentation built on Oct. 1, 2018, 12:22 a.m.