Ashim Kapoor
2018-Aug-23 09:00 UTC
[R] Unclear about the output from summary of ca.jo from package urca
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]]
Bert Gunter
2018-Aug-23 14:22 UTC
[R] Unclear about the output from summary of ca.jo from package urca
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 at 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]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]
Ashim Kapoor
2018-Aug-24 09:31 UTC
[R] Unclear about the output from summary of ca.jo from package urca
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 at 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 at 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]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> >[[alternative HTML version deleted]]
John C Frain
2018-Aug-24 21:22 UTC
[R] Unclear about the output from summary of ca.jo from package urca
I have posted a reply to your original quesstion on Cross Validated explaining how the notation arises. John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj at tcd.ie mailto:frainj at gmail.com On Thu, 23 Aug 2018 at 10:12, Ashim Kapoor <ashimkapoor at 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]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]