inst/book-ex/Rcode-8-7.R
In frbl/vars: VAR Modelling
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))
frbl/vars documentation built on Dec. 11, 2019, 1:16 a.m.
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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))
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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