[R] Unclear about the output from summary of ca.jo from package urca

[Ashim Kapoor]

Dear Bert,

I have read some of the references. I do understand what the 2 matrices(
the cointegrating relationships and the alpha / loading matrix which gives
the speed of the mean reversion)  are. What I do not understand is the
format of the output of the package. My main query is that why do we have
.l2 in the cointegrating relationships. They are contemporaneous
relationships , they should not have .l2 in the end. That's my query.

Many thanks,
Ashim

On Thu, Aug 23, 2018 at 7:52 PM Bert Gunter <bgunter.4567 using gmail.com> wrote:

> This is about statistics , not R programming, and so is off topic here.
> Your first port of call for this sort of thing should be the package docs,
> **including any references** . There are references given. Have you studied
> them??
>
> Cheers,
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Thu, Aug 23, 2018 at 2:12 AM Ashim Kapoor <ashimkapoor using gmail.com>
> wrote:
>
>> Dear All,
>>
>> I am not sure about the summary of the function ca.jo. I have posted my
>> query here :-
>>
>>
>> https://stats.stackexchange.com/questions/363188/interpreting-the-names-used-in-the-output-of-johansen-test-in-package-urca-in-r
>>
>> I did not receive any reply so I am posting my query here.
>>
>> Many thanks and best regards,
>> Ashim
>>
>>         [[alternative HTML version deleted]]
>>
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