[R] cajolst

egle egleje at walla.com
Sat Apr 16 19:37:41 CEST 2011


Dear R users,

I am quite new to R, so most of the problems I've encountered working with
it are technical, absurd or simple things. Sorry.
Despite this, I am struggling with cajolst function for a day and still
nothing. The problem is that I can't get an estimate for the break point
(which is in the slot "bpoint") by using cajolst function.

Finally, I've tried Johansen and Juselius data and procedure, that is
described by dr. B. Pfaff ("Analysis of Integrated and Co-integrated Time
Series with R"):

> example(ca.jo)
...
[data, formulas and other related stuff]
...
> lue.vecm<-summary(cajolst(sjd,season=4))
> slotNames(lue.vecm)
 [1] "classname" "test.name" "testreg"   "teststat"  "cval"      "bpoint"   
 [7] "signif"    "model"     "type"      "auxstat"   "lag"       "H"        
[13] "A"         "lambda"    "pval"      "V"         "W"         "P"        
> lue.vecm at bpoint
NULL

Thank you in advance,

Egle Jakucionyte

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