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inst/book-ex/Rcode-8-7.R
In urca: Unit Root and Cointegration Tests for Time Series Data
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 Sept. 9, 2022, 3:06 p.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))
Try the urca package in your browser
Any scripts or data that you put into this service are public.
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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