adschai at optonline.net
2007-May-25 01:58 UTC
[R] How to obtain cointegrated relationship from ca.jo in urca package?
Hi, I can plot the ca.jo package to view the cointegrated relationship for each eigen value. Or I can use the normalized eigen vector to reconstruct the cointegrated relationship series. However, since the package can plot that for me, I wonder is there any specific slot/method in the class from where I can invoke to get this relationship instead of doing a duplicated work? Thank you. - adschai [[alternative HTML version deleted]]