[R] Interper output from cajorls and VECM

Laura Catalina Echeverri lauracatalina at gmail.com
Wed Oct 24 15:47:42 CEST 2012

Hello Rmillan,

I was looking for the same issue and I found that the variables ECT1,
ECT2... are the loading matrix, as you can check in the example of the paper
found at  http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf

The example is on pages 24-25


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