search for: cajools

Hi, I am trying to estimate a VECM without constant using the following code: data(finland) sjf <- finland sjf.reg<-ca.jo(sjf, type = c("eigen"), ecdet = c("none"), K = 2,spec=c("transitory"), season = NULL, dumvar = NULL) cajools(sjf.reg) While the cointegration test does not use a constant, it is used in the cajools which I do not want. I am sure I am doing something wrong - what should I change? Any help very much appreciated! Ralph _________________________________________________________________ Need to know the sco...

...[,2] [,3] y1 1.000000 1.000000 1.000000 y2 -1.114734 -2.461872 -2.216456 constant 1.364641 7.473149 7.331977 >From this i think that y1 - 1.143*y2 + 1.36 ~ I(0) What i don't understand is where columns [,2] and [,3] come into play. Now i run the following: > cajools(coint) Call: lm(formula = z at Z0 ~ z at Z1 + z at ZK - 1) Coefficients: [,1] [,2] z at Z11 0.028114 0.065968 z at Z12 0.371630 0.183797 z at ZKy1 -0.011724 -0.002647 z at ZKy2 0.012282 0.001827 z at ZK -0.012430 0.001482 My understandi...

...uot;Y","C")] > sjd.vecm1 <- ca.jo(sjd, ecdet='const', type="eigen", K=3, spec="longrun", + season=4) > sjd.vecm2 <- ca.jo(sjd, ecdet='const', type="eigen", K=3, spec="transitory", + season=4) > sjd.vecm.ols1 <- cajools(sjd.vecm1) > sjd.vecm.ols2 <- cajools(sjd.vecm2) > summary(sjd.vecm.ols1) Response Y.d : Call: lm(formula = substitute(Y.d), data = data.mat) Residuals: Min 1Q Median 3Q Max -0.0049787 -0.0012948 0.0000703 0.0009653 0.0063192 Coefficients:...

...me with this questions: After estimating the unrestriced VAR with "ca.jo" I would like to impose the rank restriction (for example rank = 1) and then obtain the restricted estimate of PI to be utilized to estimate the VECM model. Is it possible? It seems to me that the function "cajools" estimates the VECM without the restrictions. Did I miss something? How is it possible to impose them? Thanks a lot in advance! Carlo

Hello, I want to know if there are some functions or packages to solve differential and integral equation using R. Thanks. Shao chunxuan. [[alternative HTML version deleted]]