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Manuel Serna

2008-Nov-18 22:15 UTC

[R] Johansen Procedure for VAR question

Good Morning,

I'm using vars package to do a Johansen Procedure for VAR, and I'm
interested in using with K=1, but the next error comes up
> ca.jo(Canada, type ="eigen", ecdet ="const", K = 1,+ spec="longrun", season = NULL, dumvar = NULL)
Error en ca.jo(Canada, type = "eigen", ecdet = "const", K =
1, spec "longrun",  :

K must be at least K=2.

I will be really thankful if you can answer me the reason of this.

Thanks,

Manuel Serna Cortés
Universidad Icesi
Colombia

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R help - Nov 2008 - Johansen Procedure for VAR question

[R] Johansen Procedure for VAR question