[R] ca.jo

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Tue Jul 10 12:46:48 CEST 2007

Hello Yihsu,

have a look at ?cajorls. With this function a VECM is estimated, whence
the cointegration rank has been determined (ca.jo). For further
analysis, you might want to consider the function vec2var in package
vars and methods irf, fevd and predict, as well as the diagnostic tests
that are available in vars.


>Dear R users;
>I'm using ca.jo for a VECM model.  Is there a way that I can 
>get sd/p-value
>to see whether coefficients estimated are statistical 
>significant?   Thank
>	[[alternative HTML version deleted]]
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide 
>and provide commented, minimal, self-contained, reproducible code.
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