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...om this output I would conclude that the cointegration rank is either 9 or 10. If I run the same test in Stata I get completly different numbers, especially for my test values. These values actually correspond to the values the authors get in the article. From that output I would conclude that the conintegration rank is either 6 or 7, which would give me completly different result when estimating the VECM model then if I use cointegration rank equal to 9 or 10. Can anyone explain why this difference occurs? Thanks in advance. Best regards, Emil -- View this message in context: http://r.789695.n4.nab...

I am trying to run a conintegration analysis. I am a former user of S-Plus and understand the output of the coint and VECM output, but I am having trouble understanding the equivalent output in R. Here is what I ran > coint=ca.jo(data,constant=T,K=2,spec="longrun") > summary(coint) The first portion of the output t...