[R] cointegration analysis

gyadav at ccilindia.co.in
Thu, 09 Aug 2007 06:19:39 -0000

i got this error, i dont remember what was the cause, but what i did work
around was that see the example in the manual pages of the ca.po... etc
and try to make your date in the same format. also just see whether the
functions will take so many columns as a parameter. I have not checked it.
Lastly see whether the data what you are using is not having any missing
values or number in 'text' format


HTH



Dorina LAZAR <dlazar@econ.ubbcluj.ro>
Sent by: r-help-bounces@stat.math.ethz.ch
08/08/2007 10:15 PM

To
r-help@stat.math.ethz.ch
cc

Subject
[R] cointegration analysis







Hello,

I tried to use urca package (R) for cointegration analysis. The data
matrix to be investigated for cointegration contains 8 columns
(variables). Both procedures, Phillips & Ouliaris test and Johansen's
procedures give errors ("error in evaluating the argument 'object'
in
selecting a method for function 'summary'" respectiv "too many
variables, critical values cannot be computed”). What can I do?

With regards,

Dorina LAZAR
Department of Statistics, Forecasting, Mathematics
Babes Bolyai University, Faculty of Economic Science
Teodor Mihali 58-60, 400591 Cluj-Napoca, Romania

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